Using Random package

Okay, I want to create a simple game. I input a number, which was generated by PC using Random package and if I guess it, game over. But! I've no idea what is wrong with it.

import java.util.Scanner;
import java.util.Random; 
public class Main {
    static Scanner read = new Scanner(System.in);
    public static void main(String[] args) {
        int randomInt = new Random().nextInt(1000);
        int userInput = -1;
        System.out.println("I guessed a number\nYour turn: ");

        while (randomInt != userInput) {
            userInput = read.nextInt();
            if (randomInt > userInput) {
                System.out.println("Less than it");
            } else if (randomInt < userInput){
                System.out.println("More than that");
            }
        }
            System.out.println("That's right!");
        }
    }

I used Debug and program worked. I mean, Random did his job, generated a number, but then it didn't show me "That's right!" output when I guessed a number. It just goes like "More that that" and "More that that"...

I ran it myself and it runs as expected. Maybe the confusion comes from the fact that you've switched up the places where you print "Less than it" and "More than that".
It should be like

     while (randomInt != userInput) {
        userInput = read.nextInt();
        if (randomInt > userInput) {
            System.out.println("More than that");
        } else if (randomInt < userInput){
            System.out.println("Less than it");
        }
    }

You got something wrong with the if statements. Also the scanner should be closed with read.close() to prevent memory leaks. Since there is no reason to put the scanner in the main class I also moved that to the main function. This should work for you know.

import java.util.Scanner;
import java.util.Random;
public class Main {
    public static void main(String[] args) {
        Scanner read = new Scanner(System.in);
        int randomInt = new Random().nextInt(1000);
        int userInput = -1;
        System.out.println("I guessed a number\nYour turn: ");

        while (randomInt != userInput) {
            System.out.println(randomInt);
            userInput = read.nextInt();
            if (randomInt > userInput) {
                System.out.println("More than it");
            }
            if (randomInt < userInput){
                System.out.println("Less than that");
            }
        }
        System.out.println("That's right!");
        read.close();
    }
}

The console message "More than that" prints if randomInt is less than user input (randomInt < userInput). Wouldn't you want it to print that if it is more than user input? The inverse condition applies to the other message. Could this be the issue? Otherwise, as already suggested, use a print statement to print the number out so you can test the correct guess.

I tried your code, and basically it works. The only problem I see is that you print the wrong string.

import java.util.Scanner;
import java.util.Random;

public class Test {

    static Scanner read = new Scanner(System.in);

    public static void main(String[] args) {
        int randomInt = new Random().nextInt(10);
        int userInput = -1;
        System.out.println("I guessed a number\nYour turn: ");

        while (randomInt != userInput) {
            userInput = read.nextInt();
            if (randomInt > userInput) {
                System.out.println("More than it");
            } else if (randomInt < userInput) {
                System.out.println("Less than that");
            }
        }
        System.out.println("That's right!");
    }
}

Some tips: <br>

1. Do not use such big numbers for tests
2. Instead of using a while loop use a do while loop