First you can try removing the temporary files on startup. This will clear the cache and some user settings but will leave contacts and other data intact. This is how it goes:
1. Remove and reconnect the battery.
2. When you see the welcome screen, immediately press and hold Ctrl+Shift+I keys. When promped for temporary files removal, answer Yes.
If this operation won't solve the problem, the next step is to format the phone memory. The procedure is same as above, but the key combination is Ctrl+Shift+F.
(A word of warning; formatting will clear all saved data, including contacts, calendar and files. Hopefully you have a backup of your data on memory card or computer before proceeding.) In case there is no backup you also need to re-install the default applications from the 9210i CD-ROM (All_Nokia_9210_data.sis).
If the phone will not start even after formatting, then there is something wrong with the hardware and you need to take your phone to a service center.