Except when using get(), or in a situation such as a business rule where a GlideRecord is already defined for you, calling the query() method is a necessary step before you can do anything to any records in the database:

var gr = new GlideRecord('incident'); 
gr.addQuery('active', 'true'); 
gr.orderBy('priority'); 
gr.query(); 
while (gr.next()) { 
    //do something 
}