If you picked up a Force Link bracelet in the Starter Set, BB-8 Playset, or Toys R Us you might have been trying to give it a shot by placing the reader up against the blue symbol on your figures' feet.

Do not do this.

The chip for the sounds is not located in the figures' feet, but rather in their torso.   If you consult the instruction sheet,  you'll notice that it shows the illustration of a hand gripping the figure by the body - which is how you're going to get your best results.  Similarly, the chips in the vehicles and creatures are not necessarily where the blue Force Link symbol may indicate and you'll want to try a few things to get them in just the right position.  Sometimes it's logical, and in some cases - like the Resistance Ski Speeder - it's placed perfectly with the vehicle's natural handle.

There also seem to be some sounds hidden if you really shake the figure around for a while, so see what you find when you futz with Force Link.  I once got C-3PO to play a "wrong" sound from another character I couldn't quite place, so please share your findings!