Check the fan thermal switch reset if the system automatically shuts itself off. This is an automatic mechanism, and it doesn't necessarily mean that there is a serious problem with the hardware.
Check that the device is receiving power from the mains and that the power cables is securely in place. You should also make sure the device’s fuse has not blown. These are the most common causes of the device not switching on at all.
Replace a lamp if there is a particular one that is not lighting during operation. However, the fixture may simply be overheating; in that case, a cooling-off period of around 10 minutes could remedy the issue.
Re-install the bulb if there is no flash during operation -- it may have shifted during shipping. Similarly, if there is no laser output, then the bounce mirror motor may also have shifted during shipping and will need to be readjusted.
Ensure that the connector is securely attached to the body of the device if you find that the remote does not work.