The screenshot didn't come through, but I think I know what happened. You've been hit by OG's not-always-useful default connector behavior. A default shape will have "Allow connections from lines" checked (Properties>Connections Inspector), but no magnets. In this case a line will connect to the center of the shape but be drawn only outside the shape.
It sounds like your line connected to the circle's center, and perhaps to its edge as well. Since none of it is outside the circle, it's invisible.
The easiest way around this is to set up the circle with a magnets on its edge and center. You can put them on the edge using the pulldown in the Properties>Connections Inspector or by using the magnet tool. You have to use the magnet tool for the center one, and the circle must be filled. (You can turn off fill later if you want.) Turn on View->Magnets so you can see the magnets. First place the center magnet anywhere in the circle. Then move it, again with the magnet tool, until it snaps to the center. You'll see alignment lines when it does.
Then carefully draw a line from the center magnet to an edge magnet. This can be tricky, because the line will try to connect to the circle's edge, too, and then you're back where you started. The key is that the about-to-be connected item will pulse blue. Make sure that it's the edge magnet and not the edge itself that's doing it.