some times firewall and antivirus software can interfere with loading into Facebook games. Many games that use Flash (such as FarmVille, PetVille, and most other games on Facebook) require you to have certain ports open at all times for sending and receiving data.
Problem may also occur with browsers. some games will be designed for certain browsers. Always try to use firefox or chrome.
It's always a good idea to clear cookies as well, because this stores
login information for various sites. Clearing your cookies allows the
game to create a new one when you try to load in, which will help if you
have stale data being stored.
If the game you are playing requires Adobe Flash, you may need to update to the latest version.
Try this link to know more,
Facebook game loading troubleshooting guide
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