By default, we do not show the page number on the first page of a new chapter. This is just a standard publishing convention.
You can configure this setting by selecting the Custom theme here:
https://leanpub.com/YOUR_BOOK/settings/theme
...making sure to replace YOUR_BOOK with your book's unique web address.
At the bottom of the page, tick the box next to:
Show Page Numbers on the First Page of Chapters
Then, click the blue "Update Theme" button.
The next time you create a preview, you should see the page number on the first page of each chapter.