I am making a HUD and I have the HUD class set to ‘MainHUD’ and my main HUD contains this:
and the ‘Health’ Widget contains this:
I don’t know what the problem is and I really want the HUD to work 
Are you creating this HUD in the player’s blueprint or the level blueprint(you should have it in the player’s not the level)? Also it would be good practice to create a variable of the health HUD so you can reference it somewhere else in the blueprint. And check if your world settings are using health HUD in the gamemode.
I would also suggest looking at this tutorial as it should help:
Link Here