For historical reasons the pressure to attack is on USA. CSA after all declared independence from USA, and they would have been very happy if USA wouldn't have bothered them.
In the game USA is at the start behind in both Victory Points (VP) and National Morale. British & French will be much more likely to intervene if CSA leads in both VP and NM for a prolonged time; if British attack from Canada and use their massive fleet to engage US shipping, the game is pretty much over for USA. If National Morale drops low enough, that side immediatly surrenders; if USA does not even make an attempt to march to Richmond during summer -61, the USA NM will take a serious hit.
What all this means, is that USA is under pressure to take VP locations (easier to grab those in West) while also maintaining a credible pressure towards Richmond.
Kentucky and Missouri declared themselves neutral at the start of the civil war. In Missouri there was an attempt from pro-CSA troops to make Missouri join CSA, which the local Union force commander (Nathaniel Lyon) found out, and the end result was the "Massacre of St.Louis" and Missouri got effectively split. Kentucky meanwhile won't split up, if one side invades, they will join the other side, and in late autumn of -61 they will choose which side they will join. What is more, if one side stacks troops on the Kentucky border, they are quite likely to seek help from the other side and join them. Both sides often wait out until Kentucky makes the choice, altough it is a strategically viable option to invade Kentucky before that.
EDIT: Btw, for some "behind the scenes" discussion, you might want to check out
http://forum.paradoxplaza.com/forum/showthread.php?643525-AGEOD-s-American-Civil-War
In that thread we go through (from page two) various things we did not want to discuss in this AAR thread. For people who are more interested in game mechanics etc, that could provide more information, as well as being the place where one can ask questions not directly related to this AAR game