You have your spangly new Arduino board, you've installed the software, and you plug it in. Nothing happens. Diagnosing problems may be a little tricky for the beginner, so what hoops should you go through to try and work out where the problem is and why you can't get your board working?
Note: this is an FAQ. Do not use it to ask about your specific problem. Comments will be deleted. Either ask a new question detailing all the steps you have taken, or, better, discuss your problem in chat.