Hmm, weird. Does any of the other LEDs show the start-up animation?
1. Do you have the right version of the pro micro (5V 16MHz)?
2. Doublecheck the orientation of the led strips. (the Data IN should be connected to the Arduino).
3. Set debug to true, recompile and upload. Open a terminal (@115200 baud) and check if you see debug info when pressing keys.