The ‘Domain’ object is set to be invisible to camera rays! Go into the ‘Object’ tab in the ‘Properties Editor’, down in the ‘Cycles Settings’ panel turn on the Camera visibility.
Your smoke is not so dense… you can change it in flow object of the simulation, or in the material by multiplying the density value with a bigger number.
pancreasboy: Like Secrop says, the biggest thing is tweaking the density of your “density” – by default the “density” value ranges from 0 - 1. For most volumes, you want it higher than that, like 0 - 30, or something.
Another thing you might want to consider is using the Color attribute (also generated with your smoke) and passing it through a Hue/Sat/Value node, and tweaking the “Value” number well above the default 1.0. That can help get some of those blacks up to greys:
(For this, I also turned on the domain’s Smoke High Resolution, and increased the number of samples)
If you want, take a look at my tutorial on creating a Volume shader that is optimized for smoke. It will lead you to something similar to what you see above, but explains it in more detail: