You could start by looking in the logs on the Graylog server and even post up what you find (making sure you use forum post tools like </> to make it formatted nicely) Here is a good post about asking questions that also includes diagnostic commands at the end of it. it may help with giving more information for you (and the forum) go on.
Fist guess knowing very little about what you have set up is that there is some issue with processing a message, maybe a mal-formed GROK - there are plenty of posts to search for on that in the forum (including some from me)