Fixing the problems that come up most
Diagnosis is mostly about checking in the right order. These are ordered by how often they are the answer.
Start by finding out which layer is broken
There are four layers between you and the server: the client, the redirect, the network, and the server itself. Almost all wasted time comes from fixing the wrong layer.
A quick test: can you reach the server's website in a browser? If not, the problem is the network or the server, and nothing you change on the client will help. If yes, the server is alive and the problem is between the client and it.
The game hangs on the loading screen
Version mismatch. This accounts for the clear majority of these reports. The client and the server disagree about the protocol and neither can report it usefully, so the connection simply never completes.
Confirm the version the server expects, and confirm the version your client actually is — not the version you think you installed. An auto-update overnight is the usual culprit.
Commands run but nothing happens
Three causes, in order of likelihood: your permission level does not allow it, the ID you passed does not exist in this version, or the command exists on a different engine than the one you are on.
Test with the simplest possible command that has a visible effect. If that works, the problem is your arguments. If it does not, the problem is your account.
Items appear then vanish on relog
The server gave them to you in memory but did not write them to its database. This is a server-side bug, not something you can fix from the client, and it usually means the server is running with its persistence misconfigured or its database is out of space.
Report it to the server operator with the exact command you ran. There is nothing to change on your side.
A quest will not advance
Quest logic is the least complete part of every reimplementation. A quest that stops advancing is usually a step the server does not implement, and no amount of replaying will get past it.
Most engines have a command to force a quest to a given state, which is the practical way out. Forcing a quest can also skip the state that unlocks something later, so note which quest and which step, in case something downstream breaks.
Everything worked yesterday
Check, in this order: did the client auto-update, did the server restart onto a new build, did the proxy certificate expire. All three produce the same symptom — a setup that worked and now does not — and all three are outside the game.