The little LED display on the top right corner of the motherboard would show an error code if there was anything wrong you could troubleshoot using that code and the meaning of the codes are in the user manual. also the red LEDs next to the main power connector can show a problem with one or more of your connected devices such as HDD, GPU, CPU and RAM.
Another cause would be an incompatible bios version for the CPU you've connected, so if you have an FX-8XXX or newer CPU you may need to update the BIOS to version 2002 and up.
Also never feel bad when the first push of the power button doesn't go as planned, it happens a lot. Most of the time its just a stick of RAM not all the way in