A Twitter conversation unearthed a specific requirement of using in-memory OLTP features, namely the processor instruction set requirements. The user was trying to create a ‘Hekaton’ database using the sample script from here, and was getting error message 41342:
The model of the processor on the system does not support creating filegroups with MEMORY_OPTIMIZED_DATA. This error typically occurs with older processors.
This error is documented at our (brand new) SQL 2014 Books Online page. According to the page, memory-optimized tables require a processor model that supports atomic compare-and-exchange operations on 128-bit values. In the Intel x86-64 instruction set, such 128-bit atomic operations are accomplished by the CMPXCHG16B (assembly language in case you were wondering 
) instruction.
With this background, and knowing that the user was running VirtualBox, I thought this is a problem with the CPU emulation code in VirtualBox. Personally, I am fortunate to be running Windows 8 Hyper-V so I would never see this issue!
For VirtualBox, it turns out that we need to adjust the virtualization software settings as per this thread. More information is also available at this link. From my understanding the VirtualBox setting is only effective if the physical hardware allows it as well. In other cases, if you get this error on physical hardware, check if it is a processor which supports the CMPXCHG16B instruction (older AMD processors might not support it, for example.)
Hope this helps!