With new I2C devices, always check your connections by running the I2C Address Scanner program.
If you are using the 3.3V MPU-6050 with a 5v Arduino, you need a 5V to 3.3V level shifter on the two I2C connections. Best to use a 3.3V Arduino and make the connections directly.
Finally, MAKE SURE that the required pullup resistors are installed on SCL and SDA.