Start with something that you know is exploitable. I recommend downloading the Metasploitable virtual machine. Hacking this will GIVE you confidence that yes, EXPLOITS work and yes, you're probably using Metasploit correctly.

Not all exploits work in all situations. Remember that you're sending code to a system that is meant to trigger a flaw. If a firewall is on, then maybe the data isn't getting to the service. Maybe you're running a version of the SOFTWARE that no longer has the flaw.

Metasploit is not a magic key into other systems. Knowing what to use in DIFFERENT situations is a skill and it comes with experience.

Start with something that you know is exploitable. I recommend downloading the Metasploitable virtual machine. Hacking this will give you confidence that yes, exploits work and yes, you're probably using Metasploit correctly.

Not all exploits work in all situations. Remember that you're sending code to a system that is meant to trigger a flaw. If a firewall is on, then maybe the data isn't getting to the service. Maybe you're running a version of the software that no longer has the flaw.

Metasploit is not a magic key into other systems. Knowing what to use in different situations is a skill and it comes with experience.