On the flight data page under the window with the HUD on it there should be a tab "messages" check and see what it says when you try to arm. I agree with Nihal, it is failing a pre arm check somewhere, read up on what it actually checks during a pre arm and then work through each one yourself one at a time and see if you can't find the problem. Check your calibrations, if your throttle PWM isn't low enough when then the throttle stick is at its lowest then it registers it as a throttle input and won't arm, check your GPS connections, are they plugged into the right ports? Seems stupid but I have done that one before when I was starting out, on the pixhawk boards it is easy to to do if you arnt careful. If your compasses arnt calibrated, orientated or selected properly during the set up you will get an amber light. Also if the board accelerometers are not calibrated properly you might have issues trying to Arm.
The three places to focus on are:
first of all your connections, ensure everything is plugged in where it's supposed to be snugly and in the right polarity.
Secondly run through your mandatory set up again, set your radio up first, take out all trim and expo for your radio calibration, then run the calibration. check your compass that you have selected the proper orientation and settings for your compass prior to calibrating, and ensure you get a good calibration, it is worth unchecking the self complete box in the live calibration window and only clicking done when you have full coverage with all the data points gone and no errors showing.
Go through the accel calibration again, hold the plane as steady as possible when you do this.
And thirdly have a look at the checks your board does when the arm command is given, I think in one of the tabs in mission planner on the flight data page there is even a checklist with a system of red and green lights indicating a pass or fail for each one. Then when you have more of an idea of where the problem(s) are read up on the wiki and go from there.
Trouble shooting is a long and winding road but it's what makes up a large part of using one of these boards, and is a large part of the hobby behind one of these. As soon as you figure one thing out there is something else to learn waiting for you right behind it. Time spent reading the wiki and the forums is always time extremely well invested, even if it's not relevant at that point in time there is a high chance that at some point it will be. These controllers their capabilities and the support behind them are amazing, I shudder to think what you would pay for an off the shelf plug and play system with half of the functionality as one of these.