Sun Java Plug-in (version 1.5.0 or better). You can check your version here. The latest version of java can be downloaded and installed for free from www.java.com. After installing a reboot is advisable.
JOGL native files. When the applet is first launched it will ask permission to install some native files. These files are provided by and signed by SUN.
Part of the applet appears black. To cure, scroll so that all of the applet is visible in your browser and then click on "Educational material" "game demo" to refresh.
Applet starts loading and then freezes. Similarly the "Alternative Demos" start loading and then don't appear. This is typical behaviour with java version 1.4.2. You need to upgrade to at least 1.5.0. Check your version of java here.
Running version 1.5.0 or greater but the applet doesn't appear, is broken or greyed out. Try closing and restarting your browser. If you just installed java try rebooting. Finally, if that doesn't work try the "Alternative Demos" to right of the applet.