There are two things that could be causing this. Before you try again, go through these two steps:

1. Check that the URL you are entering is for a Facebook Page and not for your Personal Profile. Your Facebook profile is your personal account connected to your identity. A Facebook Page is associated with a specific business or other interest, like a restaurant or photographer. To learn more about the differences, click here.

2. Make sure there are no location or age restrictions on your Facebook Page since these prohibit Site Editor from creating a site for you. To learn how to remove restrictions, read this article.