Well I have not been able to get the openNi2AppExample running but my own project is working.
some questions first:
Are you using a raspberry pi 1 or 2? ( the raspberry pi 1 will be too slow!! it's not gonna work )
Are you using openframeworks v0.8.4 ?
Did you follow the setup guide ? http://forum.openframeworks.cc/t/raspberry-pi-2-setup-guide/18690
Did you try compiling the example in the setup guide? (3DPrimitivesExample)