Most often this happens when you track time for yourself in the desktop app. In the app you should click on "Tracking for myself" drop down and select a company you want to track time for.
Or maybe you tracked correctly for the company in the desktop app, but on the web you forgot to switch between "Tracking for myself" and that company - find a drop-down in the menu to switch between companies.
Alternatively the issue can happen when you change your account password. In this case just sign out and sign in again in the desktop app.

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