First, nicotine is the most effective ways to get throat hit, with power, also known as heat, as the second most effective. You did not say what resistance your atomizer is, so I cannot say how much power you are getting. (P=V*V/R and the voltage from an eGo is 3.2 V, so all you need to do is square the voltage and divide by the resistance to get your power in Watts.)
So, you have a huge strike against getting a throat hit with the 0-nicotine liquid. The next strike would be 0-nicotine being expensive since nicotine is usually the most expensive component in juice. (I am not sure if the lights not changing on the charger is a ball or a strike though.) If it produces vapor, then the charger is only slightly messed up, but still needs to be replaced. If you are not producing vapor then the battery is either dead, or the atomizer is, but I'd suspect the battery if the charger is not altering the lights.
The only way to tell, for certain, what is going on is to take a multimeter to the equipment. Test the atomizer for resistance. Test the battery for voltage. Be very careful doing this and it is STRONGLY suggested using the base from a dead atomizer as the test points since having the probes touch while measuring voltage could, very likely, damage the battery. A non-loaded eGo should measure close to 3.7 volts. (It drops to 3.2 volts when loaded down by the atomizer.)