Is it an exotic missive? If so, I'm guessing you have at least 3 active exotic bounties in your inventory already right? There's 2 sets of exotic bounties and each time you get a missive, you are offered 1 set. If you can't turn in a missive, that means you already have all the bounties from the set it's trying to offer you. You can either abandon thd missive or complete one of the bounties you already have