Ensure you're using the latest version of ePSXe. The developers frequently release updates that fix bugs and improve compatibility with games.
ePSXe uses plugins for graphics, sound, and CD-ROM reading. Ensure you're using compatible and updated plugins. The graphics plugin, in particular, can cause issues if it's not correctly configured or if it's not compatible with your system or the game.
ePSXe crashing with unknown opcode (suikoden) (solved) - NGEmu
Not "sorry." Not "try again." Just a citation. A reference to a manual no one reads until something breaks.