As I don't have enough rep for comments, let me answer you here.
Sometimes if you have a bounty on your head, the guards will be after you, thus you can't wait/sleep in or around the city..
gaming.stackexchange.com/users/15283/Flamyx
I had the same problem, except for the fact that I was in the middle of the final chapter of the dark brotherhood's quests and a guard could appear more or less at any place, and any time and ruin my sneaking progress.
Anyway, whenever I tried to sleep, a guard would appear somewhere close by.
Have you been scouting around after you receive the message?
Perhaps they won't appear if you are in the middle of a dungeon.
The only way I could solve it was by getting arrested and paying my bounty, then going back to the same place (dropping all my stolen goods beforehand of course).
gaming.stackexchange.com/users/17221/Viktor
Late answer, but I had the exact same prolem
: it simply told me "you cannot wait/sleep at this location.
The thing that fixed it for me was that I simply transformed into a vampire lord*
(from Dawnguard DLC) and then transfored back.
Miraculously it all worked after that.
I hope this helps.
*
If you dont have Dawnguard I'd imagine a werewolf transformation would also work.
gaming.stackexchange.com/users/39622/user39622
Press E instead of Enter .
gaming.stackexchange.com/users/15582/navets
There is a bug in 1.1 of Skyrim that prevents someone (in certain circumstances) to not be able to press "enter" when trying to Wait or Sleep.
I can't upgrade to 1.2 yet I spent hours trying everything and finally found the answer: If you press and hold the icon that allows you to move the slider left and right and then press "E" AGAIN.
It will cause the intended effect.
Wait: Press E, click and hold the slider at the time you wish and (while still holding the slider) press E again, and wait that amount of time.
Sleep: Same mojo.
gaming.stackexchange.com/users/16072/Chris
For some reason Skyrim only says "Can't sleep/wait in this location" no matter where I try to wait or sleep. There are no answers anywhere else, and this isn't caused by any quest or location as I have tried everything. I have no saves before this and my character is level 20 so starting it over would be a pain.I own Skyrim on the PC.
Is there a way to fix the glitch stopping me from sleeping or waiting in Skyrim?
gaming.stackexchange.com
<the-elder-scrolls-5-skyrim>
gaming.stackexchange.com/questions/37727
gaming.stackexchange.com/users/14989/Mikael
It could be because you have a bounty on your head. Try pressing E instead of Enter. It seems that a bug would block the player from doing the sleeping and waiting actions. The community solved that problem, mainly by using different buttons to confirm the actions.
Players proposing few methods that might work.