Do you have any posts on that site linked to your name?
If you don't have any posts, then there is nothing for either the archives calendar or the categories widget to display. When you have no posts in a category, then there are no posts to list in the widget. Same with an archives calendar.
Some thoughts about what to check:
I don't see anything under "Tools" that would affect the way posts
(if you have them—which you apparently did) would display.
—> Writing —> Default Post Category —> what category have you selected there?
—> Reading —> Front Page Displays —> Front page displays —> Static page?
If Static Page, then which page have you selected for that? and also which page have you chosen for your Posts page?
I'm not sure how this would affect the problem, but you might go to
—> Appearance —> Widgets —> (upper right of screen) Screen Options —>
"Enable Accessibility Mode" —> try adding widgets to your side bar —> what happens?