Library does not build without warnings. As mentioned a little while ago, ql:quickload normally muffles warnings, even, unfortunately, for non-Quicklisp projects. The Quicklisp dist build environment does not muffle any warnings, and any that occur will break the build for the library. Make sure you use the :verbose t option to ql:quickload to see any warnings that crop up during compilation.
Library does not build at all. I think this happens when someone sees a library that seems cool, they find it is absent from Quicklisp, and they request its addition without trying it first. Please try it first! It's easy to try libraries: fetch the code, put it into ~/quicklisp/local-projects/, look for *.asd files, and use ql:quickload to load one. If it doesn't load, it may prove difficult for me to try to add it to Quicklisp. And if it doesn't have *.asd files, I can't add it to Quicklisp at all.
Library depends on another library that is not available in Quicklisp. It's fine to request the addition of multiple related libraries. It helps if you specify the order in which they need to be added to work.
Library system name conflicts with existing system. This happens sometimes when a library bundles its own private copy of a library already present in Quicklisp. In that case, it is usually best to unbundle the private copy, but I can also work around it on my end if necessary. Conflict also happens when someone just doesn't know that a system name is already in use. To check for conflicts, use (ql-dist:provided-systems t) to get a list of existing systems in Quicklisp.