Being new to OLAP and using the AWM. I made a lot of mistakes.
One approach that helped me to get through it was to work on one dimension at a time:
Define a Dimension. Levels. Hierarchies. Attributes. Mappings.
Then Populate your Dimension (right click on your Dimension name and "Maintain your Dimension")
If it populates correctly then repeat for your other dimensions.
Once you are sure your dimensions are ok and populated, then go onto the design of your cube.