The most common problem is the timeout issue which is caused by a low-value set to some php configurations. See here for more info

Make these values higher than default. Example:

• max_execution_time = 300
• max_input_time = 300
• upload_max_file_size = 256M
• post_max_size = 256M
• memory_limit = 256M

These values are not perfect and it depends on how large of an import you are making. So the bigger the import, the higher the numbers should be.

If you can’t change server configurations, you can try to import demo data manually. Read here how.