If the tail light isn't working, I am going to assume neither the running light nor the brake light are working. If this is the case, it is more than likely NOT the bulb but the wiring unless both filaments happened to fail which isn't likely. Since the problem is common to two circuits, first thing to check is to see if they are powered. Take off your seat and towards the rear of the bike, you will see a connector for the tail light somewhere on the rear fender. The tail light system has its own wiring harness...
The connector will have a BLACK/YELLOW wire which is ground. It will have a BLUE wire which is the brake light wire connected to both the front and rear brakes and a RED wire which is the running light. Switch your key on (you don't need to start the bike I think). Unhook the connector and put the positive probe from a multimeter on the RED wire and the negative probe on the BLACK/YELLOW wire. If your multimeter is in 20VDC scale, you should see just a bit more than ~ 12.5 VDC. You can also use a test light and connect the light to the BLACK/YELLOW ground and put the probe on the red. The light should illuminate with the key on.
The brake light is harder to check since it will require another person to help or some dexterity. With the key on, your pos lead from the multimeter will be on 20VDC scale and connected to the BLUE wire and the neg lead connected to the BLACK/YELLOW. Push the brake pedal down or pull on the front brake lever. When you do, their switches will actuate and you should see ~12.5 VDC.
Since nothing on the tail light is working, my first suspicion is the connection between the separate tail light harness and the connector on the main harness where you just did the checking. The only other thing I can think of is that you put the bulb in 180 degrees wrong and it isn't seating. Make sure the bulb you used ALSO has two contacts on the bottom. It should probably be an 1157 type auto bulb. If it only has one lead colored contact, you will get NOTHING on the bulb no matter what.