Every theme has a "default sidebar display" which does not contain actual widgets. If you change themes or the first time you move a single widget in any theme here > Appearance > Widgets the "default display" which does not contain actual widgets disappears.
Simply go here > Appearance > Widgets and drag and drop the widgets you want to use into place. Click each one to open it, configure it if required, click save and click close. Your choices will override the default display.
I recommend using the step by step tutorial prepared by Staff. There's a link to it on the bottom of your Admin page http://learn/wordpress.com