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In the sidebar, make sure you have the "inbox" labeled "No Context" as part of the selection (by default, it is not included). That contains all actions which do not have a context assigned.

As an aside, why not just assign a context when you add the action? I usually find that to be the easy part, and the assignment of a project to be the one requiring some thought...figuring out exactly which project an action belongs in is sometimes not so clear, but determining the context is almost never an issue, except where I've got a bunch of parallel sub-contexts (library branches, for example). Stuff lingers in my inbox from time to time because I haven't devoted the time to set up the project, but I don't think I've ever seen something stuck waiting with a project but no context!