Kathryn, nothing is a dumb question! Glad you’re interested in trying to get your plum tree to set fruit. Mamuang is correct, I see you’re in Athens, TX, zone 8a. Here is the deal with plums - need to know if what you have is a Japanese or a European plum, as neither will cross pollinate the other. Methley is a Japanese/European cross plum (but pollinates Japanese varieties). It is a low chill plum (doesn’t require a lot of chill hours to set fruit), it is also self-fruitful (many Japanese plums are, very few European plums as self-fruitful and require a cross-pollinator), and it has many very good qualities: It’s early (July or thereabouts), vigorous, heavy producer and the fruit is very good. So, if you’ve got a European plum, which odds are in your favor it may be, as it’s never set fruit, a Methley plum won’t help your cause 
So, my suggestion is to buy a self-fruitful Japanese plum (like Methley, Santa Rosa, Weeping Santa Rosa which I think is a really excellent choice as the fruit is excellent, it is self-fruitful and it has a lovely weeping habit), and a nice European plum. Put one on each side of your unknown plum tree, and most likely, it will start to set fruit. I can’t recommend any European plums, as I am currently not growing any (save for my brand new MIrabelles, which just arrived), so hopefully one of our list members who grow European plums can advise you better. In fact, we have several forum members from TX, some are very expert, so I know you’ll get a few good recommendations. I am assuming Green Gauge will probably get recommended, as it is self-fruitful and good quality. I am taking it that it blooms, but no fruit forms, correct?
Patty S.