This is the community for ArcGIS online. The community for ArcGIS Pro might be able to help faster. When you hover over the triangle with the exclamation point beside the symbol for USA Counties, what does it say? Your layers also might be ordered such that the other layers are covering up the ones you're creating. Try dragging the layer you're having trouble with to the top in the contents pane.
In your Create Features pane on the right, what does that warning tell you if you hover over it?
If you open the attribute table for the USA Counties (below 1:3m) for the layer, is the record you just created there in the table? What field are you using to symbolize the layer?