Why won't my rune go into an ability?

A rune is greyed out for one of two reasons, and its tooltip says which.

First, every copy of that rune is already socketed in another ability. The tooltip names the ability that holds it. Take it out there first.

Second, the rune does not fit that ability. Some runes only work with certain kinds of ability, and some pairs do nothing together, so they are left out on purpose.