There is something a little trick about setting up menus. There is the default menu, to which new items get added, and then there are the menus you assemble and locate on purpose. Wondering if you are expecting one and getting the other.
From DASHBOARD > APPERANACE > MENUS, you are able to create and select different menus, AND you can set which LOCATION a menu is displayed at.
Suggest that you start with one menu, say TOP, put your PAGES or CATEGORIES in it, and set the LOCATION of this menu to PRIMARY or whatever.