Syntax highlighting is determined based on the sort of file that you’re editing. Normally this gets picked up by the extension of the file that you’re editing. So for example if you haven’t saved the file yet, it doesn’t have a name internally and so Sublime won’t know how to syntax highlight it.
Assuming that’s not the case, you need to check to see that the proper syntax is set. The bottom right of the status bar tells you what syntax it thinks the current file is (for example it says JSON for the window where you’re editing your settings or “Plain Text” when you first open a tab).
If that doesn’t have the name of the language you’re using, you can click it to open up a menu that lets you select what language you want to use. You can also do this from the Command Palette; the entries there are prefixed with “Set Syntax:”, for example “Set Syntax: JSON”.
If that doesn’t show you the syntax that you want, then it’s not currently available. This could be because you don’t have a package installed which provides it, or you do but that package is set to be ignored.