Perhaps you did not enable sound input.

On OS X, make sure the check-boxes next to your selected soundcard have been checked in "Audio Settings".

Also, some cards with an uneven number of in and out channels can have problems in Pd. Try setting the number of channels the same for the input and output.

On all platforms, check the audio control panel which comes with your Operating System and make sure the proper input is enabled there, and that it's recording volume is turned up.

this FAQ was originally published under the GPL at Pd's FLOSSmanual