Hi,
sounds like you're just at the steep part of the learning curve - it's tricky to begin with to get the focus, exposure and pointing right at the same time. Here are some hints...
* Start with the moon - it's big and bright and easy to find, and once you've found it you can get your focus sorted out.
* Once you've found the moon and got focus, turn the gain up to maximum and set exposures of maybe 2-5 seconds and go looking for bright stars. Note that even using these settings if you are way out of focus you may not see any sign of stars at all!
* Check that the frame count is going up (bottom left) - if it isn't you may be having USB issues and there's a whole post here about those -
viewtopic.php?f=18&t=349&p=1556#p1556
* Once you've found something intersting to image, turn the gain down (not necessarily all the way) and the exposure up further until you are satisfied with what you are seeing. This time of year M42 is a good starting target as it is nice and bright.
cheers,
Robin