To run Wireshark on OS X you have to install X11 for some reason, and Apple has apparently stopped developing this. It is now a separate thing called XQuartz.
It seems that at some point, either some files moved or a symlink got deleted, so Wireshark won’t start. When you click it, the top menu says “Wireshark” but the user interface never appears.
To get Wireshark running do the following:
Download Quartz 2.2.7 and install it on your OS X 10.10.4 system.
Open a terminal window and enter this command to re-make the symbolic link:
sudo ln -s /opt/X11 /usr/X11
(you will need to be an admin user of the system and put in your password at this point).
Now install Wireshark and you should be good to go.