Josecito, it is all but impossible to answer a question regarding why some keywords have no impressions without seeing the account - which is why I'd suggest contacting AdWords support using the 'Contact us' link within your account. There could be many possible causes, and the support team can help you to pinpoint them much better that we could here. We'd only be guessing.
I do have a comment, though, regarding your question as to whether it's better to use more keywords or fewer keywords.
I firmly believe that the number of keywords that you use does not in itself particularly matter.
Rather, it's the quality of the keywords that matters: in my opinion, ten carefully chosen (meaning highly targeted) keywords may well be worth more to your ultimate success than 10,000 randomly chosen keywords.
Again in my opinion, the best thing you could do would be to create carefully targeted Ad Groups in which the ad and its keywords are about exactly the same thing. The right number of keywords in an Ad Group depends on how many keywords you can think of that are extremely relevant to what you're selling in the ad.
Also, if you are using broad matched or "phrase matched" keywords, it would be very wise to 'protect' yourself from showing on un-related searches by using a long list of 'negative keywords' - about which a lot has been written on this Forum in the recent past.