How old is the cat?
If you just got her recently I'd give her a few days to settle in.

Our chubby 4 yr old male cat likes to get into paper grocery bags and then we scratch the outside for him to attack the noises.

Some are lap cats and some are loners and players I guess. Ours prefers to be petted or on our lap for only a few minutes then he is off to his own place to nap.