Okay, so your headset has to be "Line In". If you set that as your input, then OBS, go to Settings, Audio, and choose "Default" under "Mic/Auxiliary", OR in the Source tab on the main window, add a source, choose Audio Input Capture, click OK, and from the Device list, choose Default. (Don't do both or you'll likely get an echo; the second method should allow you to see from the main window if it is picking up your mic because there's a VU meter right there.)