Many things could go wrong but first and for most is to carefully follow the necessary steps of electrode placement & experiment configuration described in the Procedure in the link below.
https://backyardbrains.com/experiments/NeuronSpikerBoxPro
If your still experiencing difficulty getting spikes with your worm then remember to use a non-conductive probe like plastic or glass to tap the worm. Also, make sure the worm is not excessively wet as that can cause an electrical artifact short and take a look at the pics below for electrode placement and tapping positions.
For more information about the experiment check a science paper we've released about the whole protocol and the detailed science behind it.