I am guessing here maybe you messed it up by hitting the combine button too early.
You really need to wait. The System logs first shows the message "you start working on the iron ore" or so and then "You made a molten iron"  or so.

Well, I tried a few times by now. I put it in, hit nothing, and nothing happens, even after waiting ten minutes, literally. It put "you placed an iron ore" either, even I placed it on the furnace and it is sitting on it. It actually says I dropped it.
EDIT: Maybe I should just delete the character and start over again?

Yes. I'm sure everyone here figured it out already besides me. But may I ask: In the tutorial, when I have to melt the ore...how do I melt it? I listened to what the dwarf lady said, but I can't get further. She says to put the ore in the furnace and wait. I placed it in the furnace, and then waited way more than two minutes...it still looks the same, didn't melt.

I tried the furnace's option "combine", I tried "use", I clicked on the metal ore and clicked "use". None works, it always tells me that I don't have the necessary items to make what I want.

Yeah, once again, go ahead, call me stupid. But I'd like this answered...lol. XD