Usually mathematical impossibilities (dividing by 0, square root of -1, trig functions that return Infinity, impossible logs, etc.) are the main culprits. If you're on Scratch 1.4, turn on Single Stepping; the offending block will turn red.
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Even if you don't turn on single stepping, look for the block that is filled in red.
Also, some more heads up: when blocks are copied between sprites, they might not make sense in the context of the new sprite and turn red (for example, the stage cannot put its pen up, so it errors).
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