Help Cloudy Lamp

[Winterleaves]

Had an old Midnight lamp that I bought at Spencer's years ago and gave it to my son who is out at school in his dorm. 

Bought a new one but can't seem to get it to work, it is all cloudy and just doesn't work, am I doing something wrong I just can't see any lava moving on the inside. I took a look on the web and couldn't find any alternative lamps I tried my Spencers store but the ones on display are cloudy. It is one of these traditional shaped ones.

Thank you - Ellie