Jim is right. We need more information to help you. A photo example along with your EXIF data and the type of camera/lens you were using would be helpful.
I'm going to go out on a limb and guess you are probably experiencing what every new sunset photographer experiences...high contrast in your image. The sun is overpowering the foreground making it impossible to get both the sky and the foreground exposed properly.
If this is the case, you are not alone. A camera is limited in the dynamic range it can capture...that is, the range between the darkest and lightest part of the image. The human eye can see a much higher range than your camera can. That's why when you snap that photo of the sunset, the foreground is black but when you look at it with your eyes, you can see detail.....and it makes you frustrated.
That's the dynamic range limitation of the camera showing up in your image.
To overcome this limitation, photographers employ a couple different tools to help out. The oldest and most common is a graduated neutral density filter. It looks like a clear piece of plastic that is half clear and then gradually becomes darker like your sunglasses. This is held in front of the lens with a filter holder and positioned so the darker area "pushes back" the brightness of the sun, allowing the foreground and sky to be properly exposed together.
Another more recent tool is called HDR (high dynamic range). For this, you take a minimum of three photos....the first exposed in the middle, the second exposed for the sky, and the third exposed for the foreground. Using your computer and Photoshop or other software, you combine the three together making an image that shows all elements exposed properly.
A third way...You can also manipulate a single image in post-processing software to bring up the shadows and push back the highlights.
Hope that helps!