Oh gawd, this is probably an obvious one, like “Set your markers” but I am unable to record any MIDI data. The track(s) is armed, the Input and Outputs are set correctly…I hit “RECORD” and as I play my controller I can hear the VSTi playing back, and a new MIDI Part is created, but there isn’t any note or controller data contained therein. STUMPED 
Filters…?!
Im having a similar problem right now. I just recorded a Woodwind part. Then continued on to record a Brass part, but although I get sound, and the record button is armed, nothing records when I hit record and play along to it. I dont even get a midi region.
Like thinkingcap said… preferences > MIDI > filter
Thanks, I figured it out. It was a, like most cases, an error on my part to due ignorance. Im new to Cubase and some how accidentally set my punch-out button. 
No need to feel embarrassment, mate. We’re all beginners at some point. 
+1
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