For brand new sites and sites that have recently upgraded from free to premium service, Spy may take a few hours before you see any data. This is especially true for low traffic websites.

Otherwise, click the "nuke the cache" link on the Spy page to reset its data store to the last 100 page views for your site. Sometimes malformed characters get put in there which then breaks Javascript when we pass the data to Spy's Javascript. This is not common but is the purpose of the nuke option existing.