Check the power on everything starting with the MIDI instrument, the MIDI interface (some don't have a power switch), and to the computer.
The more involved your studio setup gets, the more cables there will be. Make sure the ends of each cable are connected snuggly into the appropriate device. Check the end of every cable. Otherwise, the one you may neglect to check could be the one that is loose.
Check cable "INs" and "OUTs"
Also don't forget to crisscross your MIDI cables so the "MIDI IN" goes to the "OUT" and the "OUT" goes to the "MIDI IN." A suggestion might be to try labeling your cables with a piece of tape. This may save you time when un-connecting and re-connecting all of the time.
Start with your MIDI instrument.Most of the instruments (not the Casio) have a "Global" setting that needs to be selected.
Suggestion - Know your instrument by taking the proper time to learn it. Not only will you find it easier to use it, but you'll probably learn some cool things that it can do in the meantime.
Remember that your computer also needs to be configured. If you are using a PC, check your multimedia control panel and make sure that it is setup properly.
Then check to make sure that the MIDI software you are using is setup correctly. If someone other than you likes to use your computer, you never know what could have been changed. It may even require you to have to crack the manual to find your MIDI configuration window. Knowing your software well is also as helpful as knowing your instruments well. It's a lot quicker to check your settings when you know right where to look for them.
Speakers / Studio Monitors
Make sure that all of your external audio gear is turned on. Check your amp, mixer, EQ, and all the wires involved. Sometimes it is as simple as a loose speaker wire.
If you have had a keyboard or another complex MIDI instrument for a long time and made lots of changes to it, it may start to act funny. Suggest to RESET them before using it. You will lose any settings you have changed, but it needs to be done from time to time. After you reinitialize, you may need to reconfigure the instrument for MIDI.
Last Resort (sometimes can be a first resort)
Try turning the power off to everything then back on again. This trick works especially with cheaper keyboards such as the ones with speakers built into them (like a low cost Casio). They seem to have the biggest problem with freezing up. Once in a great while, the more expensive gear will freeze up.
Call for MIDI Help
Most good computer software companies offer free technical support to their registered customers. Contact them and see what they have to say. The manufacturer of your MIDI instruments may also offer free technical support. You can also try going to their websites to see if they have online technical support. I have also found online forums to be extremely helpful.