As a first step - go to your AdWords traffic report in GA - presumably this is where you are not seeing any sessions - click on the "Click" link in the top menu to display those - are you seeing any clicks?
No clicks? - then the most likely explanation is that you do not have autotagging selected in your AdWords settings
The clicks are reported? - If you are, then GA knows there are visits coming through from AdWords it just doesn't know which Adwords account - the most likely explanation here is that you have not linked your AdWords account as a source in your GA - check AdWords linking in the admin area.
GA and AdWords need to be linked in both directions - so you should also then go back to AdWorda nd check the Linked Accounts in the admin area- make sure that your GA account is linked there.
Let us know if this fixes things....