Try running "alsamixer". If this is a usb unit, try "alsamixer -c1".
Look at the kernel output when you plug in your headset. E.G. when I plug in my usb microphone, I see this:
Jul 31 03:13:32 qosmio kernel: usb 8-3.2: configuration #1 chosen from 1 choice
Jul 31 03:13:32 qosmio kernel: usb 8-3.2: New USB device found, idVendor=0556, idProduct=0001
Jul 31 03:13:32 qosmio kernel: usb 8-3.2: New USB device strings: Mfr=1, Product=2, SerialNumber=0
Jul 31 03:13:32 qosmio kernel: usb 8-3.2: Product: AK5370
Jul 31 03:13:32 qosmio kernel: usb 8-3.2: Manufacturer: AKM
Jul 31 03:13:33 qosmio pulseaudio: alsa-util.c: Device hw:1 doesn't support 3 channels, changed to 1.
Jul 31 03:16:03 qosmio sudo: jschiwal : TTY=pts/2 ; PWD=/home/jschiwal ; USER=root ; COMMAND=/usr/bin/less /var/log/messages
The device I showed in bold is why I used "alsamixer -c1". If I enter simply "alsamixer" I will just see a pulse recording device.
If you use pulse audio, right click the "pulse audio device chooser" icon and select "manager ...". It can be launched with "padevchooser" if you don't see it. This may help whether you are using a usb microphone or not. Click on the "devices" tab. In the list look for "alsa input:...".
Double click on the "alsa input: ..." device listed. Here you can adjust the audio, and bring up a volume monitor.
On my laptop, kmix does not work for the microphone. The device shows up in it's own tab, but if I try to change the level, it locks to 0. Look in your mixer program anyway. Maybe the input is muted.
Otherwise, provide more information on the device you are using.