Unable to shade

Hi. I’m just starting out and I can’t seem to shade anything. I have a basic shape and have toggled on ‘shaded viewport’ but nothing happens and I was under the impression that my shape should automatically shade. Thanks for any help.

It won’t shade if it’s not a three-dimensional object like a surface, a polysurface or a mesh.
If it is, upload it here and we’ll be able to tell if there’s something wrong.

Or it’s possible you have started Rhino in Safe Mode.
If you have, the application window title bar would say so.