As some of the other answers have said, you may not have soldered on the header pins. You can't just push them into place and hope for the best. See my Pro Mini:

My soldering is reasonably neat, however you can see the solder come through to the other side.

Also see:

• Some dude named avr won't let me upload my program, aka “avrdude: stk500_getsync(): not in sync: resp=0x00”
• Have I bricked my Arduino Uno? .

A lot of the issues in those threads apply to any Arduino.

As some of the other answers have said, you may not have soldered on the header pins. You can't just push them into place and hope for the best. See my Pro Mini:

My soldering is reasonably neat, however you can see the solder come through to the other side.

Also see:

• Some dude named avr won't let me upload my program, aka “avrdude: stk500_getsync(): not in sync: resp=0x00”
• Have I bricked my Arduino Uno? .

A lot of the issues in those threads apply to any Arduino.