The most common problem is that the display has not been sent to the external display port. You solve this by pressing the Function key and either the F5, F3, F7, or F8 key (varies by brand of PC). This sends the screen to the external VGA or display port.
If the Fn key has been pressed, the other item to check is the screen resolution. Right click on an empty portion of your desktop, choose properties, then settings and set your resolution to a standard like 1024 x768. If you know the native resolution of the projector, and the laptop supports that resolution, set your laptop to that resolution.