First, you are looking at the layer preview not the composition so you cannot see any effects applied to your project, you can only see the footage layer.
Second, if you want to only blur the reflection and the subject or the camera moves at all you are going to have to do some rotoscoping to separate the foreground and background elements. Rotobrush, AE's automatic roto tool, probably will not work very well with this shot because of the mirror, but there may be enough of an edge to get started. Any kind of roto will require some time.
If you do not know what rotoscoping is then look for some tutorials. This explanation of the process buy Scott Squires is the best that I have ever seen, even though he does not use AE. The workflow for roto by hand is exactly the same. Be sure and dig through both parts.
Here's a very quick demo of the process I did to show you how I roto by hand in AE:
Many thanks. I look forward to getting into the details of roto at a later date. At the moment, my issues seem to be simpler. So I was looking at the wrong layer. That helped a lot and got me going. Now I have enough of blur to suite me. I just need to feather the edge of the mask. But where's the feather command?
Thanks so much for your help, and sorry for the really dumb questions.
Select the layer with the mask and type "F".