It looks like you are currently using the Suburbia theme. In the theme description under widgets it says
Suburbia supports five widget optional areas — four in the footer and one in the sidebar in single post and page views.
I activated this theme on my test blog and on my home page where my blog posts are there wasn’t a sidebar. However particular posts and my pages, the side bar showed. If you want a sidebar on your home/posts page you’ll need a different theme.