Describe your steps to use the brush.
It will help get an answer for you.
I open Lightroom - select a picture - press 'K' - place the brush on an area in the picture - move the sliders. No changes happen.
I check also 'O' and the toggle switch to be sure the changes should be visible.
Do you have density or flow set to zero?
Nope. Thanks for the suggestion, but I tried that already.
And- do you actually press or hold down the left-mouse button and drag the cursor on the image? as you would a paint brush. A 'Pin' will appear where you start the brush stroke.
And- Is it possible that you have the switch at the base of the brush panel sliders turned off ? (The toggle switch on the same line as "Reset" and "Close")
Pressing "O" only turns the overlay mask on/off to give a visual indication 'Where' you have applied the brush.
Pressing "SHIFT+O" changes the colour of the MASK overlay- Red, Green, Grey, Clear
"O" does not affect any editing of the image.