There's a lot of documentation here, that describes in detail the configuration options and the features of the plugin. Be sure to read the pages under the configuration section, such as LED Strip Configuration
Probably the step that has the most problems, you're not alone here.
Please double check that you have wired the LEDs exactly as shown in the Wiring Guide and double check all connections.
Next up is the troubleshooting guide, where there's a list of common problems identified with solutions. Please check there and make sure your problem isn't listed, or try some of the recommended solutions.
Still won't work?
Before asking for help, please ensure that your LED strip works with other devices if possible. The best thing to check is with an Arduino, since these work more reliably than Raspberry Pi & Python.