Problem setting up Shimano 5800 levers for the first time
I managed to fix this, but I'm not completely certain why it started working. I believe the fix was a combination of three things. 


Repulling the cable and being firm about pulling it horizontally
through the lever. I don't believe I got it deep enough into the lever before
putting the hood back into place for extra pressure on the cable helped it engage
making sure to start with a fair amount of cable tension before working the levers