It usually happens if the mucle positions do not match with their targets, so PuppetMaster fails to initiate and it should log a warning to you in the Console about this. Usually happens if you move the puppet rig to another place, but leaving PuppetMaster behind. So always move the rig from the root transform in the Editor.
Set the localPosition/Rotation of both PuppetMaster gameobject and the animated hierarchy to zero. If that doesn't help, right-click on PuppetMaster header and select "Fix Muscle Positions".
Better checks and logs and fixing tools for this problem will be added to the next version.