9 times out of 10 it's that you don't have the Data Log Model configured, or started, or have the right Tags being written into the Data Log Model.
1 time out of 10 it's a bug where the Data Log Model just doesn't start correctly. Fortunately this shows very clearly in the FactoryTalk Diagnostics when the Data Log tries to start up but can't read the tags it needs to log.
So first check to be sure you have created and filled the Data Log Model with the tags you want to use as pens.
Next be sure the Data Log Model starts correctly. Check to be sure it's configured to start when the FTView Runtime starts.
Next be sure that your Trend object is configured to use the Data Log Model.
Next be sure that your Pens are selected from the Data Log Model, not directly from an HMI Tag or Direct Reference tag.
Whew.. sounds like a lot, but those are the normal steps you take to use the Data Log Model with FactoryTalk Trend objects. You just have to re-trace those steps to be sure they've all been done right.