There are a few reasons why messages may not go through due to various privacy levels. 

• If the recipient has their message settings to Followers Only, and you are not following them, you will receive an error message and the message will not go through. 
• If the recipient has their message settings set to Custom, and you are not on their sender list, you will receive an error message and the message will not go through.
• If you have your message settings set to Custom, and they are not on your sender list, you will receive an error message.  They must be your fan to add them to your sender list in message settings. 
• If you are blocked by the user you will receive an error message and message will not go through.