Known Issues - Rdio Help Center

The app isn't currently supported for Linux machines
The Mac app only works for OS 10.6+
Somedtimes the Rdio Web player starts acting weird if the desktop app is also running—for example the queue will not let you add more music to it. This has to do with a Mac/Flash bug, where too many localConnections are open. Visit this page and let us know what your results are.
If your Applications folder's permissions are set to read-only, Match Collection sometimes has trouble. For help with Match Collection, please visit the Match Collection troubleshooting help article.

Currently-known issues in Rdio/Web:

Music streaming problems: if your computer is behind a firewall (at work, for example) you might have trouble streaming. See this help article for details.
Sharing problems: if you're unable to share, try disconnecting, then reconnecting from your Facebook/twitter/last.fm to your Rdio account on the External account settings page.

Roku will only support a certain number of channels, if you’re having trouble accessing the Rdio Channel, try deleting older channels you’re not currently using.

Backup: if you have a large offline collection, backing up your iPhone in iTunes might take some time.
Rdio's iPhone app and the new Google Voice do not get along—if Google Voice is running in the background Rdio will show a "Streaming Error" dialog whenever you try to play something (online or offline). As long as you launch Rdio first, then Google Voice, Rdio should work just fine. To force quit Google Voice, double tap the home button, press and hold on the Google Voice icon, then press the delete button.