Ah, glad it works! The thing with a DAW like Reaper is that, while it has default settings like everything else, you have to set up your devices and stuff, it doesn't autodetect things. That sounds wrong until you think about it a bit. Suppose you get a professional audio interface. You also have the sound built-in to your computer ,and a USB headset microphone. Which thing should Reaper use? You probably don't want it to try and use them all at once, particularly since pro audio has a different driver entirely, that's ASIO. It gives you lower latency, which means the time between when you hit a key on a keyboard, for example, and the instrument actually sounding.
So same thing if you have an actual midi keyboard, either a controller or one with its own sounds that you can connect to your computer. You have to tell it about that device and what you want to use, it won't just detect it automatically. Again, suppose you have my audio interface, the Behringer UMC404HD. It has a midi interface built in, they say for hooking up a control surface but it should work with anything midi, like a keyboard. But I don't use it because my Komplete Kontrol keyboard hooks up with USB. But again, let's say I run Reaper and I didn't turn it on, and Reaper tries to automatically figure out my midi interface. It would probably pick up the one in the interface and not the keyboard, because the keyboard's not powered on so it can't see it. So then if I turn the keyboard on, all my midi is going through something I'm not even using, so nothing would really work.
So yeah, just remember that for devices in particular, you have to go set stuff up usually, even if you only have one device. Hell sometimes even the built-in audio is multiple devices, I have a Synaptics headphone jack, among other things, in my laptop, and then a bunch of AMD high definition audio that the laptop thinks aren't connected. I don't even know what that's all about, because the laptop works so I haven't dug into figuring it out. And these days a lot of interfaces, consumer or pro, are USB, so you can just connect and disconnect them at will. The nice thing is that once you set stuff up, you can usually just switch between devices when you open Reaper, if that's something you need to do. Since I'm planning on using my laptop as my main machine, I now have my pro interface in Reaper. So when I go downstairs where all of the hardware is, if I've been using Reaper without it, I just switch from WASAPI to ASIO, and everything runs through my pro interface, no problem, because I've already set up that device with the ranges and stuff it wants. So I just pick the pro interface, and I'm off to the races, whatever they are.