The brick flue is cold. Burn a few newspaper sheets through the sweeping opening in the lower duct of the flue to start the draught.
There is low pressure in the room caused by an extractor fan, another fireplace or other device. Ensure sufficient make-up air: stop the extractor fan/mechanical ventilation or open a window when lighting a fire.
The ash box is full. A full ash box prevents air circulation within the stove. Empty the ash box.
There are leaks in the flue connection. Seal the connection.
The smoke ducts of the stove are blocked. Clear the smoke ducts through the sweeping openings of the stove.
The flue connection pipe is too deep in the flue. Shorten the flue connection pipe and/or pull the stove and the pipe further from the flue.