Can't advance to the next frame when playing animation.

Ok so I made an animation in the program, but when I press the play button, it either shows nothing, or If I click on the first frame, it shows going across the list, but only showing the first frame.

Sorry for the noob question, only got this today.

I guess you enable render view mode.
Switch to OpenGL view mode, will be fine.
OpenGL view and Render view mode button is in Camera view the lower left corner.