Ok...
Let's try from a new project to try to limit our variables...
Create a new project and set it up so that when you play it you can hear the metronome. That way we know you've got it set up properly. To do this, route your audio out from your master bus to your interface and enable the metronome.
Next, insert a soft synth. Include the midi track and the output track (see the tutorial if you aren't sure about these instructions). Choose Rapture or Dim Pro. Open the Synth and at the top of the Synth choose a patch (this is through the Synth tab of the browser... double click the Synth... click in the program field at the top and select a program).
Now, right click in the midi track and choose piano roll view. Scroll to measure One and add a long note (couple of measures). You may hear it when you double click to add the tone to piano roll view but you may not.
Now, ctrl+w to RTZ (return to zero or the beginning of the project).
Spacebar to play. You should now hear your single note play.
So, next step, configure your input midi device. To do this Click P to open preferences. Click on the tabs and enable your midi devices by check the boxes next to your devices (see starting tutorials for more info here).
Click Apply and Close on the preferences.
Go to your midi track and select the INPUT for the track at the bottom of the track inspector (click i to show and hide the inspector and ctrl+i to toggle between display modes so you can see the inputs for the track). You can probably just set this to midi omni in.
Now, tickle the ivories and see if you don't hear the glorious sounds.