When Markdown does not convert the way you intended, it is usually down to a few common mistakes. Once you know the cause, most are fixed in a single line.
The most frequent mistake is the space between a symbol and the text. A heading needs a space between # and the text (#Heading ✗ / # Heading ✓), and lists need a space between - and the text. It is also safest to leave a blank line above and below block elements like headings, lists, quotes and code blocks.
Line breaks are another common source of confusion. In Markdown a single Enter does not break the line. To break a line, put two spaces at the end; to split paragraphs, leave one blank line.
If a special character is mistaken for formatting, escape it by putting a backslash (\) in front. If a table or checklist does not show up, check whether the target platform supports GFM — and when in doubt, paste it into AG MD to see the actual converted result with your own eyes.