In terms of SVG format, Warlight requires every element (like <path>, or <rect>, etc.) which is supposed to become a territory to have an
id attribute with a value of "Territory_N", where N is any integer number.
Also according to the specs of SVG format,
id attributes must be globally unique.
If Illustrator doesn't allow you to set
id attributes in the application, you could always use external tools to set them, or just open up the SVG in Inkscape only for this.
Quick googling seems to indicate Illustrator calls ids "identifiers", or "XML IDs". That means there should be a method to assign them to anything.