Many aspects of Photo-shop are dependent on layers, so you need to check the Layers palette to answer questions such as:
Am I on an active layer? (You'll know you're on an active layer because it will be highlighted in the Layers palette.)
Is the target layer hidden? (You can hide/view a layer by clicking on the Eye icon to the left of the layer's name in the Layers palette.)
Is the layer locked? (A locked layer will have a Lock icon immediately to the right of the layer name. Notice the Background layer in this capture is locked.)
*Check out Chapter 2 for other aspects of layers that could cause you trouble.