This may seem like a silly thing, but it happens more than you think – so it’s worth a mention.
Once the Microsoft Band started hitting international markets, many in Europe found working with Cortana to be a difficult thing to master. One specific issue commonly reported is that after holding the Action Button to activate Cortana nothing happens. Cortana doesn’t even go into “listening mode.” The function just doesn’t work.
International users have found that to fix this problem, they needed to change the Band language from their local language to English. Keep in mind, though, that if you do this your Band will show distance in miles instead of kilometers.
Incidentally, this doesn’t happen for Cortana running on Android – only when the Microsoft Band is paired with a Windows smartphone.