Two reasons I've seen, one I've heard of, and an alternative source of jamming:
1) The ball isn't set properly. That means you didn't ram it in far enough and it's protruding a little bit. When the cylinder turns the barrel "shaves" a little bit off the front as each ball aligns with the barrel. I've done this. Solution is to make sure you aren't using too much powder and seat the balls fully.
2) The projectiles are too small/don't fit tightly enough and the first shot backed the other balls a bit, leaving you with the same problem as possibility 1. I've heard of this but never seen it personally. Solution is to make sure that you've got the size projectiles the gun was designed for... there are a few sizes in common use.
3) When you seat each ball a small ring of lead is shaved off by the chamber. They look like lead wire rings. These rings must be cleared out of the action as you are loading or they can jam things up. I've failed to clear one out properly and got myself good and jammed. Solution is just to make sure you pull out each ring of lead as you load.
4) The other source of jams is the cap, especially the split remnant of a fired cap, which can jam the back of the cylinder if you aren't careful. This is especially bad with revolvers with a top strap but I've had it happen on a Pietta 1861. Solution is maybe to choose different size/brand caps, maybe to shake out each fired cap as you cock the gun.
