One of the early problems I had was I had to reinstall java twice, the first try wasn't version 8. If mod-loader.jar doesn't open, I believe it would be a java problem then. Of course when I downloaded more mods, I deleted my old copy of XCL and unzipped a fresh copy to avoid any issues. My main problem was I didn't downloading varies support mods to the ones I had, but the mod-loader informs one when you load mods into the game to what you're missing.
So my advise is on your first try to keep the mod list light, then go on from there once you get comfortable. Some of the mods do take some time to download, so that's another thing to keep a eye on.