Following are the typical issues you can face during installation :

Issue 1: The tomcat window (after running startup.bat or startup.sh) does not remain open.
Solution:

You have not set the JAVA_HOME or is set incorrectly. To set this, refer here.
OR
The Tomcat does not have enough free memory to start. If you run startup.bat from command line, you should see an error like : "Error occurred during initialization of VM. Could not reserve enough space for object heap Could not create the Java virtual machine."
You need to setup the CATALINA_OPTS variable. To set this, refer here.

Issue 2: Incorrect login (DB) credentials message even if you are entering them correctly.
Solution :

Try to login to SQL Management Console using the same credentials using SQL Authentication. This is just to verify that the credentials are correct.
If you have created a database instance, then you need to mention that when making the license request.
The SQL Server should be installed with SQL Authentication only.

Issue 3: Error when connecting to your database server when it is not on the same machine where Celoxis is installed.
Solution:

Ensure that the DB host name is correct and accessible from the machine running Celoxis. To verify, open a command prompt on the Celoxis machine and ensure that the command ping host-name
runs successfully.
The DB port is open and accepting connections.
In case of SQL Server 2005/2008, the TCP/IP node is enabled. For steps, refer here.
In case, you have changed the default port of the database, it should be mentioned in the license request.

For more troubleshooting, refer here. If you still have issues after referring the above checklist, drop a mail to support@celoxis.com with the exact error message (preferably a screenshot) and the debug bundle

Steps to restart the Installation:

Delete the existing psa_x.y.z directory in which the installation failed.
Drop the Celoxis database.
Re-create the Celoxis database.
Unzip the psa_x.y.z directory again. Make sure you have unzipped it correctly. There should be a psa_x.y.z directory having directories like bin, conf, webapps, etc.
There should NOT be a psa_x.y.z directory inside a psa_x.y.z.
Start the Installation process again.

Browser not supported