It may seem overly simple, but testing for ceiling fan power is a good first step. If the fan won't run at all it is likely not getting power. See below to determine if this is your problem
Use a non contact voltage tester to see if you have any power at the switch. If there is no power you want to check the circuit breaker first to see if it is tripped. If you have no power at all that is the likely culprit.
Do you have power to the switch and the fan still will not work. Check the article 'Wiring a Light Switch' for information on how to tell if the switch is bad.
Is it the fan that won't work? Do the lights work? Yes, then you want to check the reversing switch on the side of the housing. If the switch is part way in between the forward or reverse positions, the fan won't work. Push the reversing switch to one side and see if the fan works. Make sure you turn the fan off before you check this.
Is the fan working and not the light? Did you check the bulb? Try another one, and make sure it is tight in the socket. It is possible to get bad bulbs fresh out of the package. Check the pull chain and make sure the light is turned on. Yes, ceiling fan troubleshooting also includes the simple things.
The other possible problem for the fan and the light are the pull chain switches. Pull chain switches that are obviously stuck are a good sign of trouble. See Step Five below for more information.
WARNING!! Make Sure the Power is OFF Before Working With Electricity!!! WARNING!!!