05 Sierra, Installing a Head Unit

1.  Did you use an aftermarket wire harness?

2.  If yes, did you use the acc wire in the factory radio plug?

If you did, you may want to try running a new acc wire. 

This may be the problem, but i'm not possitive.  Many times the factory acc wire is a pulsing wire to turn the radio on. 

Need more info: does the truck have On Star and/or Bose Speaker system?

This truck has no acc wire ( switched 12v) in the radio harness. It is a digital signal on the Class 2 Bus that the radio sees & turns on. Most likely from your description, you do not have the right harness adapter. Also the factory radio generates the warning chimes ( low oil, headlights on , key in ign, etc...). You need these to work! Soundgate, Scosche, Metra & others make the right adapters w/chime generation, OnStar & Bose interfaces, and a decoded acc lead . Example -

No Bose or Onstar - Soundgate GMCHIME or Scosche GM09

Has OnStar, no Bose - Soundgate DIGISTAR

Has Bose & OnStar - Soundgate DIGISTAR-X

( I sell Soundgate, so I know it best...)