I second what sundialsvcs
posted -- in compiling your own kernel you might be missing display drivers and the like (hard to tell exactly what when we don't know your hardware).
However, I don't see the kernel version you want on the Debian package website so if you need it you may have to compile yourself. IF you must compile yourself I recommend doing it "the Debian way"
that way things take care of themselves a little more and you can easily remove the kernel in future.
My personal way of doing things is the following (changing versions to the one I want, obviously):
tar -xf linux-4.0-rc4.tar.xz
cp /boot/config-$(uname -r) ./.config
fakeroot make-kpkg -j 8 --initrd kernel_image kernel_headers
During the menuconfig step I enter teh string to append to the packages when they're made rather than doing so in the make-kpkg step as the linked site does.