tracking code not inserted

Have you added the "View Snoobi" permission for Anonymous user role?

Have you added the "View Snoobi" permission for Anonymous user role?

I was also was wondering why it "didn't work" after I had set the only setting there is (snoob username).

Having an access callback is somewhat logical, but I would strongly suggest you add this information and a link to the permission page (from the snoobi admin page).
A lot of people probably won't look at permissions for a module like this, since by default we would assume that we want to track all visitors. Just like Google Analytics (module) does by default:

If none of the roles are selected, all users will be tracked. If a user has any of the roles checked, that user will be tracked (or excluded, depending on the setting above).

Setting this to resolved, as it most likely is for the original poster.