Is this a combo sewing and embroidery machine? For embroidery, you need to be in the "embroidery" mode.
What size is the embroidery design and what is the size limit on this machine?
What is the stitch count of the design VS the stitch count limit of the machine?
Are you using a usb to get the design into the machine? The USB may be bad.
Be sure the design is not in a folder on the USB. You want a single embroidery design. (Some machines will read file folders and open).
Be sure you have the correct machine format (PES usually) and the correct design.
Last, try a different design and see if the machine will stitch out. It could be a bad design.