The CD has to have CD-TEXT on it, otherwise nothing shows up. If you're burning your own CD's, some programs and burners don't support CD-TEXT, so no data shows up when you play it back.
Most store bought CD's don't have the text on them. Only 1 of my many 100's of CD's actually had it, and it was an older CD. If you burn your own CD's with NERO Burning ROM, there is an option to include CD Text. It's very cool . I backed up all my CD's and just carry copies now since a long time ago my old truck was broken into and all my discs were ripped off. It took forever to replace my collection. I got smart and only carry copies now. If a CD gets stolen or scratched I just make another copy.