If you are trying to install a game downloaded from gog.com but you get something like

$ ./gog_shadow_tactics_blades_of_the_shogun_2.2.0.3.sh
Verifying archive integrity… All good.
Uncompressing Shadow Tactics: Blades of the Shogun (GOG.com) 100%
Collecting info for this system…
Operating system: linux
CPU Arch: x86_64
trying mojosetup in bin/linux/x86_64
USING en_US

PANIC
Initial setup failed. Cannot continue.

Error: Couldn’t run mojosetup

then your file is corrupted or incomplete. You will have to re-download it. Ignore the “bin/linux/x86_64” path, that references something inside the installer, not something on your system.

Petition GOG to add checksums to their download pages or better yet, have reasonable download options that support resuming and HTTPS and what not…