First off, check that your browser doesn't have an adblocker extension installed and activated.
Check that the Unit code is correctly embedded on your site by enabling the "Test Ad Units" function and make sure your Site is active. To view the status of your Site, go to the Sites section and read the status line in the right column.
If your Unit test is not working and your Site is Active, it could be an issue with available campaigns within the target audience.