Two possibilities:
You haven't turned on Sync - there should be an option in Settings, under Accounts and then the Gmail account.
Alternatively, it may be you're creating your events in another calendar - Android supports multiple calendars and will often sync them separately.
When you create an event, the big coloured bar under the Cancel and Done buttons tells you which calendar you're creating the event in. If you tap this you should see a list of the calendars on your phone. Select the Gmail one to ensure the events get sync'd with Google.
If you only want to use the Google account, there should be an option in settings that will set it as the default.
