The parts showing in the dialog box cannot be sectioned. Usually happens when there is a surfacing issue. Not an issue with the part as it is but where the section is trying to cut through. If you can, move your section plane around to see if it clears the error.
This usually happens to us on imported models from customers. They export surface only models which inhibits the ability of the section view. Zero thickness geometry I am pretty sure is the culprit in our case.
The message says what's wrong. Either move the section plane or remove the components from the section scope that are giving issues.
Is this in an Assembly or a Drawing section?
Check to see if the section line is perfectly tangent to anything, as this will always cause Solidworks to be unable to create the section view (since it creates a zero thickness issue at the point of tangency).