A problem was brought to us on the forums and several support tickets.

Once you had created "gamemode_server.txt" inspired by the given "gamemode_server.txt.example", you ended up with an error that looked like this one:
Invalid mapgroup name mg_bomb_se
The reason was highlighted in a message from the CSGO mailing list:

It seems that Valve's developers have slipped a "2" before a commented line of the file "gamemode_server.txt.example".
See line 40 of the attached pastebin: http://pastebin.com/Sj7SEQEB

Consequently, for those who have not deleted this "2", the server will not start!

If you have this problem:
Remove this "2" or the entire line from your "gamemode_server.txt", save the file and restart the server.

Good game to you all!