Why doesn't a menu item appear for my page even though one has been created?

If a menu item doesn't appear after you have created one, there are two possible reasons why it won't show.  Either the menu item was put into the wrong location or the node is in an unpublished state.

The first thing you will want to do is open up the menu settings on your node and double-check that you have the node listed in the proper menu and under the correct parent item, if the node has a parent.

If the menu settings are correct, scroll down the node to the Publishing options fieldset, open them up, and double-check to ensure that the Published option is checked.  Under normal circumstances, Drupal will not display menu items at all if the node is unpublished.