Updated for OnApp 5.2 (7th December 2016)
The most common issue here is where the console shows "Connected" but does not show anything or the flash message is permanently showing "Connecting..."
This error usually occurs due to the console proxy being misconfigured within vCloud Director. You should check that the console proxy has been configured in System > Administrator > Public Addresses and ensure that the domain used is also publicly accessible without ACL restrictions.
OnApp uses the same API call as the vCloud Director native UI, so it will commonly also not work directly in vCD as well.