When you first add students to your class, they will be marked as "Pending." This means that they have received a request to add you as a coach but not accepted it. You may want to remind them to either check their email or log in to their Khan Academy accounts to accept your request.
You could also go to Manage Students and click the "Resend email" links.
If you are coaching a non-math class, you can view student activity on the Activity tab, or you can click on individual profiles for more details.