The intro screen suggests you run :checkhealth; let's give it a shot:
You will be greeted by a screen that may look something like this:
Neovim health checks will outline everything wrong with your Neovim setup, and suggest ways to fix those issues. You should go through the list and fix the errors relevant to you.
For instance, my installation required a neovim library for Python support:
And here's how to install the missing Python provider:
$ pip install neovim # Python 2$ python3 -m pip install neovim # Python ...