Wayne M is on the money and with detail. The only thing I might point out is that if the bulb you are using now will only go from full intensity to off and nothing in between, it is definitely not a dimmable bulb and the wrong one.
No, it does go to gradations of ‘in between’; but if I put it on the very lowest setting that’s easy for me to look at, after ten minutes it goes off.
I guess the little turny-knobby thingie is very sensitive...