Please tell us which mic you are using.
If you are using a condenser microphone, please make sure that the phantom power (+48V) is turned on. Condenser microphones doesn't work without this.
Do this if you want to hear yourself in S1: If you don't have any tracks yet in your session, create a new track by pressing T then select "Audio" as your track type. Set the appropriate input that corresponds to where you plugged your microphone in. After that turn on input monitoring. It is found in your track header, beside the record arm button is an icon that looks like a speaker. Turn that on.