Make Solid From one Surface

Can you upload the file?

Can't help much without seeing the surface, uploading the SW file would be best.

Besides knit surface, you can try thicken.

If it is a surface extrude, can't you simply delete the surface extrude feature and create an boss/extrude with the sketch you initially created.

There are a few ways that I can think of off the cuff...

1.  Export it as an iges file and then open the iges file using Solidworks.  Solidworks will "fill" the part and make it a solid.  (Note:  This little trick does not work if you export the part as a parasolid.)

2.  Create an extrude feature that is larger than the surface in all directions, then use a "Cut with Surface" feature to cut the extruded solid using the single closed surface...cutting away all the material outside of the surface.

3.  Split the surface into 2 surface using the "Split Line" tool, now you have 2 surfaces that the system can knit together and form a solid.

Is there a reason you had to make the feature as a surface to begin with...instead of making it a solid?

Or you could pick a simple face and try Delete Face with the Delete and Fill option, then it will form a solid by default.