Lava Lamps work on heat from the bulb, you need to wait for the bulb to heat up the wax inside the lamp and then it will start to flow round.

if your using a lower wattage bulb, or an energy saving type bulb like an LED, then it wont produce enough heat to make it work.

It's probably just warming up. Plug it in and wait a while, 30 mins to an hour.