The most common reasons:
1) Clean up - The surface of your item needs to be porous, dry and clean. If any oil or other substance is on the surface of your item, the glue may not hold. Use the appropriate cleaner for your item and let it dry completely. Test to see if porous by putting a few drops of water on the surface. If it sinks in it's porous so the problem probably isn't the item you are decorating. If it runs off it's non-porous. You can try "roughing" up the surface with a sandpaper or fingernail file. This gives the surface of your item a textured surface so the hot fix glue has something to "grab." Usually this helps your crystals to hold on difficult items. Note: after sanding, wipe of the surface so there is no dust on your item.
2) Slow down - The hot fix glue must melt completely. Use the correct size tip to pick up the crystal then turn it so you can see the glue. Wait until the glue begins to look wet before applying. You a light touch to place the crystal then rotate the tip about 1/4 turn. Lift and to hold the side of the tip on top of the crystal for for 3-4 seconds. When you lift the tip after placing the crystal, sometimes the crystal will lift up off the fabric slightly so air gets between the surface of your item and the back of the crystals. Placing the edge of the tip back on top of the crystal pushes the air out and seals the crystal in place.
3) Not that slow - If you keep the crystal in the tip too long the glue will begin to dry. With tiny crystals (2-3.5mm) the glue melts immediately so place them quickly. I count while watching the glue melt on the first few crystals to see how long it takes for the glue to melt, then use that time frame for each crystal. No matter what size crystal you are applying, it's very important to watch the back of the crystal and place the crystal while the glue is "wet." If you wait too long or hold a tip onto a crystal, you can dry up the glue so it won't adhere.
4) Rhinestones shedding - This happens in the seat area of jeans as well as any where the decorated item is subjected to friction. The back pockets of my favorite jeans "molt." They get rubbed on car seats, office chairs and goofing off. The only real solution is to avoid areas that any going to constantly be stressed.