No default good scroll menu (yellow default)

So what I mean by this is, when you first get Garry’s mod, and you go into sandbox, and you use your mouse wheel to scroll for weapons, it shows a yellow menu for what weapons you have and what you can select. Well, I don’t have this what so ever. Not on single player, multiplayer, or on any of the game modes. This isn’t terribly bad but when I go to scroll for a weapon it doesn’t show. If someone could help by telling me a script folder to download, or something to do in my settings that would be great. I am kinda stupid with common sense things sometimes, and I’m working on it xp.