There are a few things that could be happening:
Check to make sure that your video is one of the supported file types:
If so, make sure your video is under 150 MB. Video files over 150 MB will need to be uploaded via the FTP; if this is the case, contact your Account Representative for more information.
If your video has no size issues and is in the correct format, it may be an issue with the video codec. For example, in an MP4 video, the codec that is supported by most browsers is avc1 H.264/MPEG-4 AVC. If your video was created with mp4v MPEG-4 Video codec, many browsers will not support it.