Advene is packaged as a debian package, with dependencies on a recent vlc. If you do not run Debian or do not have the required version of Debian (testing), you can run Advene from its sources (in python, so no compilation is required), as described in the INSTALL.txt file.

First, check in the log file $HOME/.config/advene/advene.log which mediaplayer is used, and if there is any error message. If no specific message is displayed, it may come from the video output driver. Try to specify the Gtk output driver through the Player/Configure player/Video output item. It is the safest option.