If the game won't start, has graphical glitches, or won't display anything on screen, this usually means it had trouble detecting your video card. Things to try:
Go to the game's install directory (Properties->Local Files->Browse Local Files in the desktop Steam UI). There will be two batch files (Windows) or shell scripts (Linux / Mac) named 'Play in safe mode' and 'Play in GL mode'. Try them both (one at a time) and see if the game works. If it does, you can go into the options and configure it to default to whatever settings work on your computer.
If you have an old version of the game and a relatively new computer, it may not be compatible. In particular, versions older than 1.1 don't work on OS X El Capitan. If you got the game through Steam, use Steam to update it; if you got the game directly from Hanako, contact Hanako to request a new installer.
If you're using Linux and the game either does not start or starts and
then quits immediately, start a terminal window (xterm is best), change to
the directory the game is installed in, and run ./MagicalDiary.sh
The output should provide hints as to what the underlying problem really is. Also, if the bug is on our end we'll probably need the console output to help diagnose it.
If the game works, but the window is enormous and doesn't fit on the screen, that usually means you've got a Retina or HighDPI display and your OS (correctly) detected a non-Retina game and tried to 'help' by scaling it up. There should be an option to turn this off on a per-app basis (on OS X, quitting the game, selecting the app, and clicking File->Get Info will let you turn on 'Open in Low Resolution'.
If GL mode is completely unavailable - not just glitchy - and you're using Windows XP, 2003, or earlier, make sure you have DirectX 9 installed. You can get it from Microsoft's website. At the time of this writing, it's at https://www.microsoft.com/en-ph/download/details.aspx?id=34429. Updating your video drivers may also help.
If the game won't play any sound at all, there are several possible causes.
The first thing to do is press shift+O until you get to the Ren'Py console. When you're at the console, type: renpy.audio.audio.LAST_EXCEPTION and press enter. The output will report some sound errors, and we'll want to know the output in any bug reports.
If you have multiple sound devices, the game might have selected the wrong one. Check your mixer settings; check to see if you have any extra sound cards (especially USB devices) connected to the computer.
The game might be incompatible with your sound hardware or drivers. If it's a driver problem, updating the drivers *might* help.
If some other program has the sound card locked (say, Skype or TeamSpeak), that might get in the way of the game using sound.
The sound code in the engine changed dramatically between 1.0.x and 1.1.x. If you have Magical Diary 1.0.x, updating to the current version may fix your sound problems.
There are a few sound cards which are supported in 1.0.x but not in 1.1.x. If sound is very important to you, downgrading the game in Steam may work. To downgrade, switch to the beta named 'oldversio' (because the field doesn't allow us to name it 'oldversion'). Note that saves made in the current version won't work in oldversio, and oldversio will not be receiving any bug fixes or updates. You will probably be happier playing in 1.1.x without sound.
If the game works normally, but your controller is not detected, and you're running Linux, check to make sure that your user account has read access to the appropriate devices. Magical Diary 1.1 and later only support game controllers through the /dev/input/event# interface.
Ⓧ If the game works normally, but your controller does not work, and you are using OS X, this is a known flaw. I don't know if it's an engine bug or an OS X bug - my test controllers do not work in El Capitan in the test games I've tried, including several made using other engines. If you have a controller that DOES work in other games but doesn't work in Magical Diary, I want to know about it!
If the game crashes in a way that permits you to upload the traceback, uploading is a big help - the crash reports often contain all the info we need to fix the crash.
If you need to request tech support, the best way to do so is to go to the Hanako forums or the Magical Diary Steam community. Steam-specific bugs are best reported on the Steam community. If your bug report contains private information that needs to be kept confidential, you can contact Spiky directly. I'm terrible with email, though, so you really want to contact us on the forums if at all possible.