There are two steps to making sure that the headband is working:
First, when you lift the headband from the bedside display, the headband icon should appear on the bedside display. It will look like (((-))).
Next, when you put the headband on your head, you should see the JEB icon appear. The icon will look like a person is wearing the headband.
Once you see the JEB icon, you will know that the headband is ready to track your sleep. It can take a couple minutes for JEB to appear, especially in cold, dry weather, or if you have dry skin. If you have trouble with the headband and JEB icons appearing, try tightening the headband, and make sure the sensor pad is resting in the center of your forehead.