get_terms function not returning anything

get_terms just returns an array of terms, it doesn’t generate output. You have to do something with that array to see the results-

$categories = get_terms( "category" );
echo "<ul>";
foreach ( $categories as $category ) {
    echo "<li>" . $category->name . "</li>"; 
}
echo "</ul>";

See the other examples on the Codex page.