UART's not working with my MEGA

If you did connect pins 18 and 19 together, I don't know what is wrong. Maybe incorrect baudrate on serial monitor? Should be 9600.

Does a simple echo work? If you can upload, it should.

void setup()
{
  Serial.begin(9600);
}

void loop()
{
  // if something available from the PC
  if(Serial.available() > 0)
  {
    // send it back to PC
    Serial.write(Serial.read());
  }
}

And else I really don't know.