The persona files can be large, depending on your connection speed it may take some time from the persona to download.

I found out that when trying a persona theme using the full site trying out themes that should be for Desktop Firefox it works and installs fine and when using the mobile personas site none of them can be tryed out nor beeing installed.

I tried the full website as well, but had no luck. It tried to get me to install the desktop version of Personas and told me that I need Firefox. I have both Firefox Mobile and the mobile version of Personas on the phone (Samsung Galaxy S2), but the Mozilla and Personas websites don't seem to understand that.