There can be quite a few reasons: (http://beastkeeper.com/recipes-list will help)
1. Your Riding Hall can't handle pets of that level, -- Lv1 = uo to LV10, and so on.
2. Your Riding Hall is full. --At level 1, you can only train 3 pets at once, and increases marginally (2-3) till level 5, where you can train up to 30 at once.
3. You don't have enough Silver to train your pet. - Each cost an amount of silver, pretty much 8 silver per exp needed, unless you have a trainer. http://beastkeeper.com/thread/7219
My Pet Sales page --
Currently have 3 extra Blueprint: Military Academy level 3
#cfddcf -- #d0e7ba