Check the requirements for each device type you wish to automate and make sure they're installed before attempting to use Appium!
iOS Requirements
Android Requirements
Android SDK API >= 17 (Additional features require 18/19)
Appium supports Android on OS X, Linux and Windows. Make sure you follow the directions for setting up your environment properly for testing on different OSes:
FirefoxOS Requirements
Global installation using Node.js
$ npm install -g appium
$ appium
Local installation from Github's master branch
$ git clone [email protected]:appium/appium.git
$ cd appium
$ npm install
$ node .
Using the App for Mac or Windows
Formatted version of the Appium docs can be found here with the ability to choose code example language from the top right corner.