It sounds to me like a wicking issue, and there are a few things that can cause them, most of which have been stated in this thread already -- the silicon or plastic cap on the tank may not be properly perforated by the spike, or the juice is simply not getting to the atomizer. The times this has happened to me, I overfilled the tank and it essentially created a vacuum that didn't allow the juice to escape the tank. There should be an air bubble in the tank that you can see if you tilt the PV back and forth. I generally only fill my tanks up 2/3 to 3/4 of the way or so. Sometimes, particularly with thicker juices, everything appears fine, except an air bubble is caught on the spike and surrounding the wick, which doesn't allow any juice to make it to the atomizer. I just tap on it a few times, tilt it back and forth, maybe take a puff on it a couple of times without pushing the button, and I'm good to go.
Yanivriz had a good suggestion too about a possible PG sensitivity or allergy. You might want to try out a good 100% VG juice and see if you have better luck. Alien Visions makes some excellent all VG juices, such as the widely acclaimed Boba's Bounty. Personally, I've never had any major difficulties using 100% VG juices in my eGo-C. Once you get it going, it wicks just fine.