Once you take your new lava lamp out of the box, it will need to be turned on for at least four hours before you can expect to see the wax blob begin to rise. Once it warms up, the substance will actually drop to the bottom and then begin its ascent.
If a lava lamp is shaken, it will not function properly. The wax will break apart in many pieces, and the liquid inside will become cloudy. The problem can be resolved by turning the lamp off, allowing it to cool then switching it back on a few times.
If the bulb has burned out, the wax inside may not melt due to lack of heat. A burned out bulb must be replaced; there are different models of lava lamps so be sure to get the correct one for your model.