Affiliate Marketing Secrets

I started my blog about a month ago and during the last few weeks I actually went on different forums in my niche, wrote articles and everything to get my blog out there, but still each time I go on Alexa or Google Webmasters I cannot see what websites are linking to me or any other traffic information besides my ranking from Alexa which is like 7million… Can someone help me?
I am a dancer, I don’t know much about online things, writing the blog is hard enough.