My first feeling is that you have the wrong serial dev for your OBDII device. Are you using bluetooth? USB? Serial? Which /dev entry are you using? Which OS are you on? I support OSX, Linux, and probably others depending on how nicely someone asks.
Can you go to window->raw output and click the checkbox to capture output, *before* clicking "go"? You can leave that window open while you use the main UI. The stuff that I want to see should appear in the right hand pane. Can you paste that here?
It's also worth noting that while debugging and setting up, it may be easier to use the command-line. So long as gpsd is running fine for you, just while testing the only thing you need to do is "./obdgpslogger -t -s /dev/your-obd-device"
Oh... and what's your OBDII device? It's elm327 compatible, right?