Is the engine started and running when you put it in gear.

Honestly it sounds like it's something simple like that. Did you leave the park brake on etc? I'll give you an example. I recently threw my jacket behind the seat of my JD 4410 compact utility, got on and started it but it wouldn't move at all (ehydro model). The tractor had just been running so I knew it had to be something simple. The simple act of throwing the jacket behind the seat disconnected the plug for the tractor seat safety switch enough so that there was no connection. In less than a minute I was going again. Tell us the model and year of tractor. It's pretty hard to tell you anything if we don't know what you are talking about