iSpy keeps track of various messages and errors in HTML log files. You can view these error logs from the View Menu. By default iSpy keeps the last 6 days worth of log files. If you are looking for something specific and you've restarted iSpy and the log file is empty then click "View Log Files" instead and take a look at the previous log file.
A common error in the log files is "A connection attempt failed because the connected party did not properly respond after a period of time" - this is OK to ignore, it's just a dropped connection from the website (for example a browser window was closed whilst iSpy was loading some data in the background).
You can also view the log files remotely - click on the Logs tab on the iSpy Viewer to access the most recent logs from any connected iSpy instance.