i installed macvim with
brew install macvim brew link macvim brew linkapps
i am on os x el capitan, but had same problem on yosemite
if i go to /usr/local/Cellar/macvim/7.4-80/bin and execute macvim script from there, it works fine and opens a new window
command-line vim works fine.
but if i launch MacVim from Applications, it doesnt do anything. i can access macvim preferences/file menu, i can call open file dialog, but edit window doesnt open when i choose a file!
ok, there is open issue about this: https://github.com/macvim-dev/macvim/issues/109