Hey Goose, yeah I just did my first one too, actually a couple of'em. I did the tutorial one,(Calais Cleanup) then I did one of my own, both worked great though.
Hmmm go back though it and check that everything is complete and nothing that is required is missing.
And make sure you saved it to a folder that CFS3 can access, like the traing missions, historical, or what if.
I put both the ones I did in the training missions folder as  I am still training myself in this sim
Do the tutorial one in the help file, and follow the steps exactly and see if it loads up then you'll know if it's something missing in the one(s) you did or some other problem.