Why I can't see convex meshes in unity?

At first i've to say that i'm new in unity' world and i can't write very well in english. However i hope that you can understand. :) I installed unity some weeks ago and i'm learning "how to create your first scene/game/character" and stuff like this. It's all ok but now i'm in a difficult situation. I've create a terrain, it has terrain collider. If I create a 3D object like sphere, i see that it has sphere collider. I add it a rigidbody so that he can collide with terrain and maybe roll, i think. The problem is that when i start game the sphere is like "hide", i can't see it and i don't know why. I try also with a mesh, and after enabling mesh collider, renderer and a rigidbody i found that if i enable convex property i can't see the mesh... If i disable this property, console give me error and if i disable rigidbody' gravity or enable "is kinematic", when i play the game i can see the mesh but it is or without gravity or stationary.

To sum up, i don't see the objects with gravity options but if i disable it, they fall through the terrain or they are stationary in the air. Help me, please.