This page lists the most common problems and suggests some solutions.
Red power LED does not light, nothing on display
The power is not properly connected.
Red power LED lights, green LED does not flash, nothing on display
The Raspberry Pi cannot find a valid image on the SD card.
Keyboard randomly repeats key presses
This is caused by inadequate power. Use a good power supply and a good power cable. Some advanced keyboards require a lot of power, so they must be used with a powered USB hub.