If your device doesn't work at all
The first step is to see if it is detected at all. There are two commands that can be entered into a terminal for this: lsusb and dmesg. The first will print out all devices attached to USB, whether they are actually recognised by a device driver or not, and the second will print out the kernel message buffer (which can be quite big after booting - try doing sudo dmesg -C then plug in your device and retype dmesg to see new messages).