Try multiple locomotives before assuming you have a system problem!
Did it lose its programming? See if it will respond to loco address 3. not 0003, or 003 or 03.
Some DCC locos have startup / shut down procedures! On some BLI / QSI decoders and others you can accidentally "Shut down" the loco by double tapping F9. This leaves the sound going but in effect puts on the parking brake! A double tap on F6 or F3 will "start" the loco again.
Did you add the loco to a consist by mistake? You might not realize this even happened. Browse the consists in your command station memory to find out. Delete the consist.
View / read back the value of CV19 for that loco in programming track mode. How to read or change a CV. Do you see something in CV19 other than 0? If yes, the locomotive thinks it is part of a consist! Delete the consist from your system with all the locos still on the track per the consisting instructions for your particular DCC system. To manually clear the consist id from a loco, set CV19 to a value of 0. Reboot your system, it should then respond to the original address.
Is it new out of the box? Did you select loco 3 then press enter? Not 0003 or 003 or 03. must be 3. Does it need to be "started"? Try pressing 3 or 6 then wait a few seconds. Did someone already set it up for you? try the locomotive number on the actual loco.
Some locos have a hidden switch somewhere on the chassis to power on loco. Check your manual! It can also be a magnetic reed switch that is energized with a "magic wand"