your question is a bit broad, so I'll give a broad answer. To directly view (not convert) a wide variety of formats (on your mac) your best bet is probably VLC. It supports all common container formats and most codecs, although performance (and stability) varies depending on the container and on the codec.
MKV is a container type. Although containers can usually hold any number of any kind of stream, certain codecs are more commonly found in certain containers. So to say you are having problems watching an MKV file is like saying you're having difficulty reading a book. (without providing any additional information)
Good reading
here Prior to MKV, the big headache was usually an unsupported codec. But something about MKV causes everyone major headaches. VLC isn't too stable with it, especially when seeking.