First, make sure that the new layer is selected in the Layers Panel.
Second, are you talking about an Adjustment Layer? If so, Howard talks you through that in the third video on the Edit your first photo page. One thing that has tripped me up sometimes, is that I don't notice the adjustment controls, which display in the Properties tab above the Layers Panel.
If that doesn't work, please provide a little more detail about what you are trying to do with your image and your adjustment.
Hope this helps,
Product Integration Manager, Creative Cloud Learning & Training