I run wordpress 3.3.1 in a server I own (running Ubuntu). I didn't install any plug-ins/themes yet, it's basically what I get after apt-get and a standard installation.
When I upload files, they appear as a broken image. That's also what happens if I try to insert them in the post. What is weird about it is that not only the files are perfectly fine in the media folder, but they can be clearly be correctly read by wordpress itself, because if I go to the media library, click on "edit" and then in the "Edit Image" button, the image actually shows normally. What could be wrong?