Hello, same trouble with the keyboard.
I got it plugged in, enabled in reaper preferences, set as midi input all channels in the track, I got the synth program open, it works to press the virtual keys but my keyboard I cant hear.

But I can record my keyboard, but I cant hear myself playing it.
I have no idea whats wrong this time

cheers

Uh. One question - did you enable monitor input?

Jouve's suggestion might save the day - I was ready to ask you the same question, although I have no clue where the activation button was In Samplitude - the DAW I am using, I always switch between monitoring audio - when recording guitars and midi monitoring - when I am writing drums, bass or pianos and such