What operating system? This should include specific minor version numbers, like "Mac OSX v10.10.5"---not just "Mac".
What kind(s) of source footage? When telling about your source footage, tell us about the codecs, not just the container types. For example, "H.264 in a .mov container," not just "QuickTime".
If you are getting any error message(s), what is the full text of the error message(s)?
What were you doing when the problem occurred?
Has the same media with this computer system ever worked before?
Did you update your project from one major version of Premiere Pro to the next, and then saw problems in the project?
Tell us about your computer hardware. Be especially certain to tell us about your OS, CPU, RAM, GPU (make, model, driver version), any third-party I/O hardware (e.g., AJA, Blackmagic) and the type of media drives you are using.
Is the media playing back on a fast enough drive?
Is the drive connected to a high speed port on the computer?