Which product Acrobat/Reader, version (including minor) are you using? On which platform/OS/version? What kind of signatures do you want to use: certificate-based digital signatures or e-signatures?
The rest of my response is for digital signatures.
Is the PDF that you receive certified? Certification signature may have restrictions on what you can do with this document and if signing is not permitted then you cannot sign.
Does PDF that you receive contain unsigned signature fields? Document's author may set up unsigned signature fields with restrictions on who may sign in this field and how.
Do you use Reader? Is its version less than 11.0.07? If it is an early version you cannot sign if PDF is not Reader-enabled with signing permissions. If PDF is not Reader-enabled you can sign in Reader versions 11.0.07 and up. If PDF is Reader-enabled but enabled permissions do not include signing, you cannot sign in any version of Reader.
So, in most cases you need to ask the document's author whether there are specifics (restrictions) on these PDFs that restrict the signing.