I recently grew some watermelons, and unlike the shop bought ones they were not sweet, should I have used fertiliser?

Maybe. But add some magnesium sullfate. to the soil. Found at drug stores. Epson salt you call it. Also manure. if you have.

they probably weren't ready to be harvested

Could be a lack of hot sunny weather. Could also be that the vines didn't thrive, for lack of water, disease, pests, etc.

Sugar comes from sunlight.

As Alicia says, you grew a different variety. Simple as that. If you want them to taste the same as the shop-bought ones, grow that variety.

You need to make sure that the variety of melon you grow are the sweet variety. Sugar Belle is one of the sweetest varieties out there.

Then you also have to know when to pick it off of the vine. You want to get it at the peak of ripeness to get a really good one.

you should have used manure, honestly.