You probably have not completed everything in the CDU (most likely the PERF INIT page)

1. IDENT - Nothing to do except check the info on the aircraft and the navigation database in use.
2. POS INIT - make sure you enter the current location of the aircraft (I select LSK 4R - the GPS POS - then "paste" it in LSK 5R)
3. RTE 1
4. PERF INIT - GROSS WT, FUEL, ZFW, CRZ ALT and COST INDEX
5. THRUST LIM - you don't have to do anything here if you don't want to limit the thrust for takeoff
6. TAKEOFF

Once they are all completed, it should allow VNAV to work.