There is no sound. Check the volume and whether your device is muted. With headphones it usually helps to disconnect and reconnect them: Bluetooth occasionally hangs on another device.
Playback stutters or breaks off. The recordings are streamed, so playback needs an internet connection. On the underground, in a lift or inside a thick old building it drops out. If you know you are heading somewhere without reception, take the place along first — see Offline data.
Listening on with the screen off. That works: playback continues in the background, and the controls appear on the lock screen. If your phone stops the app in the background, check whether a battery optimisation is active for Citily that prevents it.
The narration does not start by itself. Triggering at a place requires that the app may use your location and that you are close enough (Map and location). You can always start any recording by hand.