Often it's not clear to new XenForo users, make sure ALL members are in the Registered user group as the primary user group. Then if you have created a another user group you will use the Secondary user group for that.
From there you can set specific permissions for certain nodes. By default they are inherited from the usergroup so you can only select "No" for the ones you don't want. "Never" is rarely used though and is usually only needed to over ride something that won't work without it