Your throttle/power is not your collective
Your throttle or power or as it is termed in the sim the Corrector, is always set to full, as it is governed. Only when there is an issue with the governor would you need to adjust that. So basically power is full all the time, let the governor do its work.
The collective, the animation on the left side of your leg controls the rotor blade angle. As you increase it it will give you lift.
I think you have the 2 mixed up.
When you start your power should be full, rpm indicator in the green, the collective is at the floor. You gently raise the collective and you will get lift.