Well, what's showing in the box for the caption template? With the default setting, it should show any
title you have entered in jAlbum, and any
comment. If you've entered
neither of those two things for an image, the lightbox caption will be empty.
Advice for a newbie, as well: don't start changing default settings willy-nilly unless you're sure you understand what they do. For example, telling jAlbum to process only updated directories can have all sorts of mysterious consequences. The settings on this particular panel, if meddled with, can make you think all sorts of things are wrong!
And of course, always remember that until you actually click
Make Album, nothing in the output is going to change.