That most likely means your wallet doesn’t know about the transaction made to you yet. Are the bars to the left of the rotating arrow green, and what does it say when you hover the mouse on it?
If you recently started the wallet for the first time, this is expected. A goal for the team will certainly be to improve these experiences. Once the entire blockchain is downloaded, your true balance should show.
Make sure you are in the NSR section as well by going under Unit in the menu and choosing NuShares.