When you draw a shape and then click off it, it "disappears."

This happens if both your outline and fill color are set to "no color," because then your object is essentially invisible once it is no longer selected. To fix this, change your outline color to something else -- I recommend a dark gray. To change your color in Inkscape, go to Object > Fill & Stroke, click on the first tab (Fill) and select the solid square, now draw a rectangle. If it doesn't fill in with black or some other color, immediately click on the Fill tab again in the Fill & Stroke box and select the solid square again. To change your color in Illustrator, just select the object with your Selection Tool, set the Fill color to none at the top of the window, then give the object a Stroke by increasing the number here. You can see that your object has a border now. You can change these fills and strokes at any time later.