The menu bar is empty
Go to Appearance > Menus, create a menu, and apply it to the Primary Navigation location. Here’s a video that will walk you through this: http://www.jasonbobich.com/wordpress/wordpress-3-menus/
All item supposed to be in the menu bar appear above (recent posts. recents comments and so on)
This is actually is not the case. This doesn’t have anything to do with your menu. Go to Appearance > Widgets, and just remove the widgets that are placed in the “Ads Above Header” widget area.