The fill indicator at the bottom left of your screenshot shows that you have set the Alpha Channel of the fill to 0 - which means it is fully transparent. You may have done this accidentally.
You can easily fix this by double clicking on the fill indicator (circled red above) to open up the Fill panel.
In the fill panel, you can click and drag the alpha channel slider, or type in a new value.
If it annoys you that Inkscape always remembers the last setting/colour used for the Rectangle Tool, you can change that behaviour in the preferences. You can set it to "This tools own style".