This sounds like you did not check or refill the radiator by removing the radiator cap. It is not enough to fill the reservoir. The reservoir fluid will not flow into the radiator unless BOTH the radiator and the reservoir are filled. Only then will there be a siphon created between those two parts.
Also, the radiator level can drop while the reservoir remains full, if air gets into the cooling system. This can happen from a head gasket leak, or an external coolant leak. If the radiator level becomes very low; coolant will not flow into the heater core. When this happens; the heater stops blowing hot air.