So far I've made 2 categories for my website in WordPress and yet I just have 1 in the sidebar. What should I do to show all the categories in the sidebar? I've made a post for each category.
As noted in the comments the issue here is that the sidebar was calling
the_category(), which displays only the current category, rather than listing all categories.
An even more "WP way" approach is to make the sidebar dynamic. That way, you can use widgets rather than hard-coding what appears in the sidebar. WP has a number of built-in widgets, including a category list, so you don't have to code it yourself.