I'm trying to make a low poly thing in photoshop.

I haven't seen the tutorial, but if you want to use blur averages, you'll need to apply it to a layer that has pixels. If the current workflow is to select the layer, make a selection, apply Filter > Blur > Average, you could do it a little differently to see just the blurred parts. If you want to keep the original layer, duplicate that layer. Then when you make a selection, create a layer mask (click the 3rd icon from the left at the bottom of the Layers panel) with the duplicate layer selected. The layer mask will only show the portion that's selected. In the Layers panel, the layer mask will be selected right after you create it, so click on the image thumbnail. Now apply the blur average. For subsequent selections that you make, go back to the Layers panel, click on the layer mask, and fill that selection with white. Then click on the image thumbnail again and apply the blur. If you'd like to only see (or partially see) the original layer below, you can use the Opacity Slider. When you only want to see your shapes, hide (click on the eyeball in the Layers panel) the original layer and make sure the blur layer is back to 100% Opacity.