Do you remember subscribing to the Sandbox group, when you first registered? If you don't remember, then you can click the navigation tab in the header and find the list of groups. If you visit the Sandbox group, you will see if you are subscribed, or if you need to subscribe.
You must be subscribed to the Sandbox group in order to use it for playing or for tentative "draft" work. We use this group because all nodes require a group "audience". If you are just playing or working on your first draft, you might not want a big audience. :)
The Sandbox is ideal if you want to play with creating different node types before settling on which node types to use for your new Hive content.
When you create a new node, you will see a series of checkboxes for selecting audience, and that is where you will specify Sandbox.
Use this Sandbox group as the audience if you are just playing or if you are not yet ready to publish the nodes you are creating. If you decide to publish your node, you can change it to another group (other than Sandbox), and request that your new node be referenced from some existing node on the Hive.
You can find the nodes you've created by clicking the recent tab in the header.