There are multiple reasons why you may not be able to launch Marathon. At the least, check that a JRE is available. Try ‘java -version’ at the command prompt that should give your java version number. Marathon needs Sun/Oracle JRE/JDK to work. On most linux systems, by default GNU gcj is the java installed. Check whether you have Sun JDK installed and it is in the path.
In some cases an earlier version of Marathon settings might be causing problems. Try removing the settings (in OSX they are stored in /Library/Preferences/net.sourceforge.marathonman.plist) and try again.
Lastly, try installing Marathon in a clean setup and give it a try.