Specifically, the Preloader#handleProgressNotification method can be a little misleading. The JavaDoc could do a better job of making it clear that all application level notifications must be handled via Preloader#handleApplicationNotification and that the handleProgressNotification method is for handling the (automatic?) loading of application resources. It makes sense once you figure it out, but I initially tried calling:

notifyPreloader(new Preloader.ProgressNotification(-1));

... and it took me a bit to figure out why the notifications weren't being handled by the handleProgressNotification method. Others have made the same mistake:

http://stackoverflow.com/questions/20701704/javafx-preloader-not-updating-progress

Also, there are references to notifyCurrentPreloader(...) which looks like they should be notifyPreloader(...).