Before you begin, make sure that you update your drivers to the latest versions. Instability issues from outdated drivers or an outdated game version are the number one reported problem, but thankfully they're the easiest to solve. So get to updating!
Make sure that your game is up to date to the latest version, and you have the latest tools, (Windows Download) /(Linux Download) / (Mac OS X Download).
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Go to the troubleshooting faq which details solutions to many common problems or make a post on the Amnesia technical support forums. Additionally you can go to Frictional Game's support page for further support.