Connecting my iMac to my MacBook

Only certain year model iMac's work as displays in Target Display Mode.

To see if your iMac supports Target Display Mode and the connection to use,

have a look at > Use your iMac as a display - Apple Support

and > Use your iMac as a display with target display mode - Apple Support

Then you likely have the wrong cable combination or the wrong Mac OS combination. What you can do is to disconnect the 2 reset the NVRAM on each Mac and then retry. If you still don't have any luck then verify you have the correct cabling and OS combo.

Personally I'd suggest just getting an external display for your MBP, less problematic. iMacs are computers, they are not really intended to be an external display for another computer. iMHO, trying to do so is a hit or miss proposition and not really worth spending the time on.

What year MBP?

Does it have USB-C ports?

What year iMac? If it is a 2015 or later, the answer is no. If it is a late 2009 27" - 2014 iMac, maybe.

Then it may work if the iMac is a 2013. Please read the guide Den.Thed provided above.

Good luck.