Hi Bill, you don't say what you've already tried so it could be a long list! Work your way methodically through the signal path on the block diagram and eliminate things.
Are the headphones loud enough playing back other songs, e.g. the demo song? If not, it may just be they aren't sensitive enough or it's a faulty connector/adapter - if you're using a 1/8" to 1/4" adapter it must be a stereo one. If they're ok, then it must be your tracking signal reaching the headphone socket is too low.
Are you getting a good level on the track meters? If not, then it's something before that stage - source trim, input EQ, input insert FX (dynamics). If the meters are ok, then it's something after that point... obvious ones on the front panel are the track fader, the stereo fader and the monitor level knob (is the Monitor Select set to stereo?).
There's also the track digital trim which is adjustable in the mixer screen. Other contenders are the track insert effect (guitar), the track EQ and track Pan.
Are you selecting the correct track when you adjust things in the mixer screen?