I feel like this is a ridiculous thing to have to ask about and that I must be missing something simple, but I am confused.
 
I have a Roland OctaCapture and I'm trying to record from input #1. I select the ASIO drivers in SONAR, plug in my keyboard, set the sensitivity, and I can hear the keyboard from the interface's direct out.
 
However, I only see input signal on the track in SONAR if I also turn on Input Echo for the track. I don't really want to turn on input echo, since I can monitor the keyboard fine from the interface's mixer, but if turn Input Echo off, there is no input signal to Sonar and I can't record anything. Input Echo seems to be useful if you want to monitor the signal post FX or something, but I can't figure out why or how it should be integral to recording.
 
Can anyone explain what I might be missing or doing wrong? Thanks in advance for your help.

Hm... You get no signal level after you record arm the track? Something is not right then. Recording (including level meter) and echo do not influence each other (in Sonar).

This may sound far fetched, You are using an Audio track and not a midi track? 
 
 

Cactus Music
This may sound far fetched, You are using an Audio track and not a midi track?

Not too far fetched, but yeah, I'm using an Audio track.
 
I realized that the recording does work, I'm just not seeing any signal on the meter:
 

 
I'm not sure what I'm doing wrong, but since everything else works, it's not too much trouble.

Input echo is what enables monitoring your input audio signal in Sonar through any instantiated fx. If you don’t want monitor through Sonar your Octa Capture should have software that will allow you to monitor directly from it.

A couple of thoughts...

Unless input echo is enabled an audio track will only show the level of incoming audio if the track is record-armed.

Another possibility - what is the level of the incoming signal as it leaves the interface? I'm wondering if it's so low it doesn't show up in the meters - i.e. bellow -39dB in the screenshot.

Another thought that was alluded to by Azslow3 is that your input signal will not be shown in Sonar until you hit the arm record button. In your image this track is not armed.

try to enable from your roland octa-capture software the direct asio monitoring...and check if the input level from the mixer software of octa-capture is not set to mute...i think that your problem has nothing to do with Sonar...I had the same problems with my m-audio projectmix...