It could be any number of issues depending on how the engine is maintained. But, Diesels only need three things to run - Fuel, Air, Compression.
1) You can crack your injectors - be very careful to not break the injector or strip the nut. Crank the engine to see if fuel spirts out. If you get fuel, then you know fuel is making it to the engine, if you don't then you know you've got an issue somewhere in the fuel lines. Then, how is the fuel? Check your primary filter, if you've got a Racor you can see if there is debri or water in the system. Change filters, bleed the air out of the system, try again. Have you maintained your fuel? Added bioguard and kept clean fuel? You can open up your fuel tank under the aft berth and take a sample with a turkey baster, you'll be able to see if there is water or sludge in your tank - but you should also be able to see this on your fuel filter. Hows the fuel pump? Can you hear the selenoid activating and relaying for fuel when you switch the ignition? (clicking sound)
2) Air - where is your air filter located? Is anything hindering the ability for the engine to get fresh air? Does the air filter need to be changed? Open all the hatches to the engine and try cranking it.
3) Compression - if your engine was running a month ago, I assume you have acceptable compression. However, if you don't run your engine up to to temp when you use it and/or you do not run your engine much, you can build up condensation in the cylinders that can lead to issues with compression. Sailboat owners are said to be the worst on their engines because we don't make them work, they want to run and we often just run them and shut them down.
4) Glo Plugs - glo plugs only heat the air in the cylinder to help with compression, they do not provide anything else. Depending on your location, that may not matter if your climate is warm and it won't help if you have fuel related issues.
If your engine oil level is good, I would try starting the engine with the throttle at wide open. This will force fuel into the cylinders and if you've got good air and compression, you should be able to get the diesel to fire and push the condensation out. Once it has turned over, bring the throttle back to 1200 RPMS. The M25 doesn't like to run at idle, it wants to be just above at 1200 - 1500 RPMS and when it's cold, it's OK to run it up around 2000 or 2500 till it heats up. If you are trying to start the engine cold, without throttle, that could very well be your issue.
If none of that works, then call a mechanic. But, the beauty of a diesel is they will run, even if neglected, as long as you've got good fuel, air and good compression. Forgive me if this is long winded, without seeing the engine it is difficult to assess the problem. Hope this helps.