Why your counter stays at 0
A species' Mega Energy comes from three places: Mega Raids against that Pokémon, research (tasks, event research) and walking with your buddy. But walking only counts after the species' first Mega Evolution: until it is in your Mega Pokédex, your buddy only brings back Candy.
That's why energy goes up by itself for some Pokémon (you've already Mega Evolved them, your buddy brings 5 per km) and never for others.
Unlocking the first Mega Evolution
The first time is expensive: often 100, 200 or 300 Mega Energy depending on the species, sometimes 400. The only way there is to collect it somewhere other than walking:
Do that Pokémon's Mega Raids when it's around. A Mega Raid gives 150 to 250 energy, depending on how fast you win; a Super Mega Raid 300 to 500. Two quick raids are often enough.
Keep the research that gives some, especially during Mega events.
As soon as you have enough, Mega Evolve once. The species joins the Mega Pokédex.
Make it your buddy: 5 energy per km, for its whole evolution family.
On GogoRaid, the raids page shows the current Mega Raids and groups to do them together.
Mega Levels
That same Pokémon then levels up each day you Mega Evolve it (once a day counts):
Base: Mega Evolve once; rest of 7 days; 1 Candy per catch of the same type.
High: 7 different days; rest of 5 days; +10% Candy XL chance, 50 XP.
Max: 30 different days; rest of 3 days; 2 Candies, +25% Candy XL chance, 100 XP.
Super Max: 5,000 energy, some species; rest of 1 day; 3 Candies, +30% Candy XL chance, 200 XP.
After the first time, that Pokémon Mega Evolves for free once its rest is over; you can pay energy to cut the rest short, less and less as its level goes up. Another Pokémon of the same species pays the full price again.
Frequently asked questions
Why doesn't my buddy bring Mega Energy?
Because its species has never been Mega Evolved: walking only gives energy (5 per km) after the first Mega Evolution, once the species is in your Mega Pokédex.
How much does the first Mega Evolution cost?
Often 100, 200 or 300 Mega Energy depending on the species, sometimes 400. A Mega Raid gives 150 to 250 depending on how fast you win, a Super Mega Raid 300 to 500.
Do I pay again every time?
Not for the same Pokémon: it Mega Evolves for free once its rest is over. Another Pokémon of the same species pays the full price again.