https://docs.graylog.org/en/3.3/pages/installation/os/ubuntu.html
Followed the above steps.
Everything went well except that at the end, the graylog service stops after few seconds.
I restarted the service again.
It was running and after 10 seconds, its gone again
Hey there, this probably goes without saying, but have you looked at the logs? Given that Graylog is a logging application, the first place to look is generally the logs 
I agree with @aaronsachs on the log files. I had this happen to myself it ended up being a misconfiguration in my Graylog server.conf file which I found in my solution in the log files 
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