Start by checking if your financial institution is a TurboTax Import Partner. If your institution isn't listed, you won't be able to import.
Once you've confirmed that your FI is a participating partner, make sure you're signing in with the correct login credentials on the import page and that you have a working internet connection. For more troubleshooting tips, see "We couldn't import your info" (online) or "This import was unsuccessful" (CD/download software).
Still having trouble? Bear in mind that your 1099-B might not be ready until February 15. More info
Finally, if you're still not able to import your 1099, select I'll type it in myself (online) or Skip Import (CD/download software) to enter your 1099 manually.