First, make sure that your device is plugged in and try refreshing the page. If it still does not appear then you may be using a browser that does not support midi devices. For the best experience, I recommend using a Chromium based browser such as Brave, Edge, or Google Chrome.

Midi Sandbox does not play any sound in response to midi input. It is recommended to use your own DAW and plugins for audio playback.

Make sure that you have selected the correct midi device in the Widget or Global settings.
If you are using Windows OS and have multiple programs listening to the midi input (such as Midi Sandbox and a DAW), then you must follow this tutorial to allow multiple programs to respond to your midi device.

Some external monitors may cause lag depending on your setup. Try disconnecting from any external monitors to verify the cause.
Make sure that your DAW (or any other program) is not consuming too much CPU, GPU, or memory. Midi Sandbox should not require too much processing power, but if there are not enough resources available, the lag will be noticeable.

If you are using a sustain pedal, please make sure that it is NOT set to continuous mode. It sends too many signals to process.

First make sure that the pedal is using a binary switch rather than a continuous mode. A continuous sustain pedal will send too many signals and cause lag.

Try opening the Global settings and check the “Reverse sustain” box. Some pedals and controllers set the polarity differently.

After you upload a midi file please make sure that you select the file(s) that you want to use as input in the dropdown menu. Each file that’s selected will now appear as an option in the Midi Input setting in the Global tab, and the individual widget settings.

After selecting a midi file in one of the Midi Input settings, you should see the linked widget(s) respond when clicking the Play button in the Midi File Player.

This is caused by the provided midi file lacking a tempo map in its data. This is a known issue for midi files that are exported from certain DAWs such as Ableton, which will always default the bpm to 120. One solution to this is to import your midi file into a 3rd party program such as Musescore or Aria Maestosa, then alter the bpm and export the midi file again.

See below links for more info:

How to Change the BPM of Midi Files

Software used in above tutorial