Lighting, Light Fixtures, Ceiling and Exhaust Fans - Sconce Lighting in Bathroom - Not Working

My wife and I are finishing up an entirely new bathroom, floor to ceiling. Having an issue with the sconces. The wiring has already been run by an electrician. Now all I need to do is install a new switch, and wire the sconces to the wiring that the electrician already completed. This is my first time ever messing with electrical, other than installing a couple ceiling fans.

So, on the the issue. Basically, after wiring one sconce, and installing the switch, I wanted to test if the light was working. No dice. I bought another switch thinking I possibly had a bad one. Still no dice. Tried a couple bulbs as well. I'm pretty sure I have the switch wired correctly. There are two black wires coming out of the junction box that I attached to the switch, and one exposed wire coming out of the junction box that is grounded to the switch. Matched the wire colors on the light as well.

Does anyone have any ideas what I'm doing wrong? One thing I did notice is that there's a neutral (gray) wire in the junction box unused, and it looks new. I'm assuming that the electrician ran that, but not sure what it's for. This is probably a dumb question, but do I need that for anything?

Thanks in advance. Hopefully I don't electrocute myself today.

here are two black wires coming out of the junction box that I attached to the switch,....One thing I did notice is that there's a neutral (gray) wire in the junction box Is this cable or conduit? Is one of the black wires at the switch really a white wire that has been recolored black?

We need to know all the wires at the light except ground. Do you have a multimeter or test light (not a non-contact tester)?

Are there only three wires at the switch (not including ground)? Are you sure the gray wire isn't a recolored white wire?

Neutral wires are not suposed to be gray.

It is cable, not conduit.

Wires at the light (excluding ground) are 1 white, and 1 black.

Wires at the switch (excluding ground) are 2 black, and 1 white. I previously called it gray, but I'm probably being too specific with the color. I'd call it white.

It doesn't appear that any of the wires have been recolored in any way. All of the wiring at the junction box for the switch I'm attempting to install is new, except for one of the black wires.

I don't own a multimeter, but was thinking about going out to grab one today. Unfortunately I don't have any other light I can use to test.

Search in the switch box for another white/gray. That needs to be connected to the new white/gray.

Dumb question: You did turn the circuit on right? ;)

I'm going dumber.....You don't reckon this is a switch loop for a three way switch do ya? Is there another switch in the bathroom say on an opposite wall?

Aah. I'm a buffoon. I figured out what I was doing wrong. Allow me to explain my buffoonery.

Tolyn's post made me examine the inside of the junction box more closely. There are three switches in the box, so it was difficult to see. The white wire coming into the junction actually was connected to the new white wire, I just couldn't tell because of how the wires were twisted and capped off.

Because of how the new black wires were bundled, I was actually attaching two wires from the new black bundle to the switch, thus there was no black (hot) wire connecting to the switch itself. Glad I figured it out before my wife gets home. She's 8 months pregnant and wants this bathroom done! :)

Anyway, thanks for the help all. This is a great forum, and I'll be sticking around. Time for a beer.