Hi Jelle,
The navigation bar is appearing blank because no user role has permission to navigate to those pages. To give a specific use role access, it would need to have the module role that has access to those pages. In your case, I think you have a user role called "User", and that role would need the correct module roles from "My First Module".
Also here is a link to the documentation for security.
https://docs.mendix.com/refguide/project-security
Hope this helps!