If you draw a sketch using the sketcher workbench and you got following error message shown in this picture:
then you have a disconnection of your drawing, that would result in an open shape. This would make extrusion to a 3D shape impossible, so this error occurs.
I had to move the lines for hours to find this disconnected lines. The my delight, I found a selection option, that might help you as well, if you did not already know it:
