as 1 lucky texan says - a door sensor. There should also be a hood switch/sensor... so the hood should be closed (if that switch is out it might not start). Trunk/hatch needs to be closed too. Anything that would normally trigger the security alarm stuff will cause the remote start to fail (bad or malfunctioning sensors)
does the horn honk/lights flash when it doesn't start?
Also make sure the remote start is not in the service mode (although maybe that just doesn't start at all - I can't remember it's been a while since I set mine).