There are more than one Stroke Effects in AE and there are Effects which mimic the Stroke Effect. It will be good if you can provide screen captures of your Comp Panel, Timeline (showing layers and relevant properties) and the Effects Control Panel for the critical layer(s).
The Stroke Effect works on Mask Paths. A Layer may have more than one Mask Path. The Stroke Effect requires you to let you know which Mask Path to work on. At the top of the Stroke Effect is a dropdown menu which allows you to select one of the the Mask Paths that you layer may have. HTH
I've also never used the Stroke Effect on a Shape Layer - most folks use it on a Solid Layer. The Shape layer has its own Stroke Property and a built-in Trim Path operator to allow you to animate the stroke.