Makeup artists i need your help!!?

i bought some makeup brushes the other day becuase i saw on youtube all the different looks you can do with them..the thing is they dont pick up hardly any colour..i normally use the sponge aplicater one you get with eyeshadow and they put soo much colour on the eyelids but with the make up brushes you cant even see any makeup on my eyes. I then bought some bobbi brown ones but still no difference? its not the eyeshadow cuz it works with the normal eye shadow applicaters? anyone can help me? i see on youtube that the brushes are fine for everyone elsee? :(