In order to create a symbol that fills properly, the line segments must be drawn and selected so that they form an outline. The Edit->Select->Connected Lines can help with this when selecting graphics to convert into a symbol.
You can also re-arrange the points that make up the symbol using the symbol editor. To do this, select the symbol in the Inspector's symbol palette. Select Entry Info from the popup menu to open the properties sheet for the key entry. At the lower left corner of the properties sheet is another popup menu. Select Edit Symbol. The symbol editor allows you to see the individual points that make up the symbol. You can drag points in the table to re-arrange them.
If the points in your symbol jump all over the place, it is probably because you selected them by dragging the cursor instead of individually in the desired order. Select->Connected lines looks for a line that starts at the end of the first selected line. It selects that line and looks for another... This selects the lines in the order of their start/end points which generally follows around the outline and will fill properly. Its a good idea to select lines like the ones through the middle of a symbol last or that form outside details like barn doors last.
The way symbols fill is by a path that encloses space. The order of the lines used to create the symbol is the key to this. The symbol editor allows you to preview how your symbol will fill and this can help spot a problem in the outline.