It happens on occasion when playing "solo" instead of alone in "multi-player"
Another thing it might be is that the steam servers are down for maintenance, and therefore information related to your perks aren't accessible at the time you're trying to play.
Sometimes, resetting Steam fixes it the error, re-establishing a connection with the steam servers.
But yeah, avoid playing "solo" mode as it'll sometimes hiccup and prevent you from using and leveling your perks. Just make a password protected "host a listen server" game and it works the same way as playing solo mode, but without the chance of the bug kicking.
Also as suggested, make sure that you're not trying to play on a map that's not shown on the white- or gray-listed maps or mutators
Here's some links showing items to play with that allow perk leveling (or at least use of your perks)
http://kf-wiki.com/wiki/List_of_whitelisted_mutators --- Trying to make the Internet a better place, one post at a time.