Sometimes, it happens for some people that their client simply crashes without any error message or anything. If this happens to you, then this is with almost complete certainty not a problem in the client itself, but in either Java, the operating system or the hardware on the system in question.
The reason this can be said with such certainty is that, as long as the underlying layers are working properly, then any error that occurs in the client will be caught by Java and reported, whereas if the client just crashes and dies, that indicates that the JVM itself dies and cannot handle the error.
It should be said first of all that, in the overwhelming majority of such cases, it has been the graphics driver that has been in the wrong. For example, this problem with one of Intel's drivers has been particularly common. For this reason, if this happens to you, please see if there is an update available for your graphics driver and install it.
When such a thing happens, however, just posting a thread with the information that the client "just crashes" is not enough information to tell what is really happening. However, unless something is more seriously wrong, Java itself will leave a crash dump behind when it detects such a crash, but this crash dump can sometimes be difficult to locate. The reason for this difficulty is that Java leaves it behind as a text-file in its "current directory", and that, at least on Windows systems, it can be quite hard to tell what that current directory is. The crash dump will be given a name, however, that starts with "hs_err_pid" (followed by other pieces that are different for each report). If the file isn't immediately obvious to see, then there isn't much I can say other than that you'll have to search for it. Without the contents of that file, it is impossible to tell what your problem really is.
Windows users who've had to search for the file and found it, can please post in this thread where you found it, for the benefit of others who can't find it.
(As a caveat to the above information, it should be said that it is not completely impossible for the client to cause such crashes; JOGL doesn't always perfectly guard all access to the graphics driver, and a bug in the client could cause a crash in the driver that is really the client's fault rather than the driver's fault, but this is both extremely rare, and arguably also rather a bug in JOGL for not detecting the erroneous condition.)