The “Hot Path” shown on the summary view is the most expensive call path based on the number of inclusive samples (samples from the function and also samples from functions called by the function) and exclusive samples (samples only from the function). A “sample” is just the fact the function was at the top of the stack when the profiler’s driver captured the stack (this occurs at very small timed intervals). Thus, the more samples a function has, the more it was executing.
By default for sampling analysis, a feature called “Just My Code” is enabled that hides functions on the stack coming from non-user modules (it will show a depth of 1 non-user functions if called by a user function; in your case Application.Run). Functions coming from modules without symbols loaded or from modules known to be from Microsoft would be excluded. Your “Hot Path” on the summary view indicates that the most expensive stack didn’t have anything from what the profiler considers to be your code (other than Main). The example from MSDN shows more functions because the PeopleTrax.* and PeopleNS.* functions are coming from “user code”. “Just My Code” can be turned off by clicking the “Show All Code” link on the summary view, but I would not recommend doing so here.
Take a look at the “Functions Doing The Most Individual Work” on the summary view. This displays functions that have the highest exclusive sample counts and are therefore, based on the profiling scenario, the most expensive functions to call. You should see more of your functions (or functions called by your functions) here. Additionally, the “Functions” and “Call Tree” view might show you more details (there’s a drop-down at the top of the report to select the current view).
As for your symbol warnings, most of those are expected because they are Microsoft modules (not including System.Data.SQLite.dll). While you don’t need the symbols for these modules to properly analyze your report, if you checked “Microsoft Symbol Servers” in “Tools -> Options -> Debugging -> Symbols” and reopened the report, the symbols for these modules should load. Note that it’ll take much longer to open the report the first time because the symbols need to be downloaded and cached.
The other warning about the failure to serialize symbols into the report file is the result of the file not being able to be written to because it is open by something else that prevents writing. Symbol serialization is an optimization that allows the profiler to load symbol information directly from the report file on the next analysis. Without symbol serialization, analysis simply needs to perform the same amount of work as when the report was opened for the first time.
And finally, you may also want to try instrumentation instead of sampling in your profiling session settings. Instrumentation modifies modules that you specify to capture data on each and every function call (be aware that this can result in a much, much larger .vsp file). Instrumentation is ideal for focusing in on the timing of specific pieces of code, whereas sampling is ideal for general low-overhead profiling data collection.