Since Silverlight is slowly be degraded across browsers, this is a common issue. In Chrome, Silverlight is no longer supported at all, so you will have to use another browser. If you run into this within another browser beside Chrome, it's often a browser security issue. You might want to try using a different browser, preferrably Firefox, first just to see if this could be it. Please note with Firefox, you will have to allow Silverlight to run as a plug in, which should show in the URL bar.
If you are running a Mac and only have Safari, you will have to go into your security menu, add pluralsight.com to your trusted site and run our Silverlight offline player page in unsafe mode. If you have any other issues or questions, please email email@example.com