Make sure you have not drawn multiple items on top of each other. CAD is much different from typical electronic drawing applications and does not like to have multiple entities on top of each other. There must be a single closed geomtric shape created by all the entities in your sketch.
To troublshoot, draw a box around the entire sketch to see is any small segments are highlighted. You can also delete the larger entities to see if there is anything behind them.
If you want to show all the entities in the sketch, turn on the verticies display, which will display a small, blue ball at the end of each entity. If you see a ball in the middle of a segment, you know you have a problem.
