This prob means the relays it connected to, aren't serving your follow list or just don't have your follow list.. you have to find one that does. Then this Followed list will populate.. (also, did you click the Follow list and it shows zero on the next screen? you do have to go into the list and pull it down into gossip). If you are unsure what relay has the lists you could try this tool I wrote that scrapes contact lists and give it all the relays from amethyst to see which ones have your list. https://github.com/jeremyd/nostr-contacts