It would have been helpful if you had provided a screenshot, but I'll take a guess.
Ride entrances and exits can't intercept the actual track. With some coaster types you can't intercept the track supports either. If you didn't leave enough room for them when you were designing your coaster then you will not be able to place them. This includes the pathways and queue paths to your coaster, some of the pre-made coaster designs also suffer from this problem.
Hope that helps.
Cheers,
Andrew.
After looking at the picture I'm as confused as you are.
I can't see any obvious reason. Hopefully a more experience player will let us know.
It doesn't look like this is the issue, but it's possible the platform is too high (though I've built stations higher than this). Try raising the ground and try again. Also, have you tried putting the entrance on the other side?
Another option, save the coaster, exit the game, restart, go to coaster designer and load that coaster, see if it now works.
If this is in a functioning park is there anything underground in that area?