There may be a number of reasons. Just to mention one, your preferences may be correupted even before you start up the first time.
The following is a general try and fail list (obviously, you may skip 1)).
You may try the following (you may have tried/done some of them already) and see whether it helps (the following is a general list of things you may try when the issue is not in a specific file; 3) and 4) are specifically aimed at possibly corrupt preferences):
1) Close down Illy and open again;
2) Restart the computer (you may do that up to 3 times);
3) Close down Illy and press Ctrl+Alt+Shift/Cmd+Option+Shift during startup (easy but irreversible);
4) Move the folder with Illy closed (more tedious but also more thorough and reversible);
5) Look through and try out the relevant among the Other options (Item 7) is a list of usual suspects among other applications that may disturb and confuse Illy); Even more seriously, you may:
6) Uninstall, run the Cleaner Tool, and reinstall.