Orientation of parts - Be sure to check and re-check orientation of blue and gray connectors. If you are unclear of the orientation on one page, go to next page to see what hooks into the pieces in question - this will help you place them correctly.
Track pieces - Connectors should attach to the track pieces with a firm snap. This will happen each time if you are sure to have each track piece oriented as the page clearly shows before attaching the connectors. If your track pieces keep popping off after you have attached them to the main structure, it is likely you have not "snapped" the connectors onto the correct side of the track.
Chain - Your chain may occasionally get caught on the black Chain Guides. When this happens the chain will stop moving and you will hear the motor clicking. Simply re-position the Chain between the Guides to stop the problem. Also, be sure to count and make sure you have the appropriate number of chain links put together. You may actually get a piece or two more included in the bag than what is called for in the instructions!
Specific Building Help
Part Count - 2 #509032 in set but not in Part Count
Page 13, Step 11 - Red arrows going from diagonal purple rods on either side of this construction and shows the rod being hooked to the middle slot on red connectors is wrong. The arrows should go to the slots just above the middle spot instead (as shown in the bottom of the magnified circle on the same page).
Page 27, Step 37 and 38 - Carefully follow these steps - the yellow and green tracks are mirror images of one another. Be sure to orient the track pieces correctly as shown to properly attach the track connectors.
Page 39, to the left of Step 63 - The yellow track goes through triangle made of blue and purple rods in the roller coaster structure.