I made a new link on the left side menu but it looks different than the other links, why?

Most likely you need to add an icon for the link to look like the others.

1. Go to Design Center > click Navigation > click Dashboard Left Side Menu
   
   
2. Select the Menu Item (i.e. Courses)
   
   
3. Set Side Menu Icon by clicking Change > Select 1 of 1500 Icons 
   
   
4. Click Save