First, check the print window to make sure nothing has been checked that shouldn't be. For example, if you check Print > Revised Pages Only and you are not in revision mode or have no revised pages, nothing will print.
You can try printing from another program, like Notepad in Windows or TextEdit in Mac. If nothing prints, the problem is with your printer.
NOTE: Using an advanced word processor to test the printer isn't valid because these it doesn't use the printer driver the same way Final Draft does. Notepad and TextEdit are the only types of programs that are useful test programs in this situation.
If another program prints, try printing another Final Draft document (or start a new one, type some text and print).
If other files print, then your document may be damaged. See How do I rebuild a corrupted Final Draft script? for more information.
Last but by no means least is the importance of having the most current printer driver installed. Your printer manufacturer's web site should offer the latest driver installers.