The Messaging app will be blank when you first use it. As you begin using it, it will retain your chat history. To begin a message thread, search for a contact in the Start a conversation box:
The "What's New" view should be populated with your latest updates from your connected accounts. If you are not seeing any updates, it's possible that there is a network problem, or you aren't signed into your Microsoft account with the linked accounts you should be seeing. You can ensure that your accounts are connected by looking in the top right corner of the People app:
