Help with using the pen tool/strokes O_o

Ok, so I was trying to do that effect with the squiggly lines outlining pictures,as is one of the current icon trends, but every time I right click, the Stroke text is grey and not clickable.  I'm on a new layer, I'm on the smallest brush, I've tried everything, but still nothing.  Does anyone have any other suggestions as to why this might be the problem, and how I might be able to fix it? Thanks in advance.