Question: Why can't the Klein-Gordon equation with a Couloumb potential describe the hydrogen atom?

Why can the first order Dirac equation explain it?
What are the failures?

Answer: 
Electrons are spin-1/2 particles (this qualifies them as fermions, but is not immediately relevant for this discussion).

KG equation is for spin-0 particles, whereas Dirac equation is for spin-1/2 particles. Therefore the proper equation to describe an electron is the latter.

Note that, however, the low-energy limit of both of them gives back Schrödinger equation, therefore in this approximation you can put the spin "by hand" and long as you need it, and this works both for fermions and for bosons.
The application of the Klein-Gordon equation for the hydrogen atom leads to logical contradictions.
Allowance for relativism in the Klein-Gordon equation should lead to more accurate solutions for the hydrogen atom compared with the Schrodinger equation. However, on the contrary, solutions became increasingly worse with an increase in the nuclear charge. Finally, for the element Z = 69 the solution of the Klein-Gordon equation terminates.
The Klein-Gordon equation has other drawbacks. Therefore, we can say that the Klein-Gordon equation is erroneous.