When playing a DVD that has closed-captioning (CC), you need to wait for dialogue in the main feature (previews may not have CC) before the TVG icon will display. The TVG icon may disappear and appear as the dialogue stops and starts.
If it says NOTVG when there is dialog, it's possible that your DVD player isn't passing the CC signal.
To see if the DVD player is passing the CC signal, use your TV remote to tell your TV to display CC while you are viewing a TV show.
After the TV is displaying CC, then connect the DVD player directly to the TV and play the DVD. If you don't see the CC, then your DVD player isn't passing the CC signal.