Alexa may not be hearing you properly, or the request you made is not possible. Here’s a list of Alexa commands you can use.
If the request you made is possible, try speaking to Alexa slowly and clearly in a room with no background noise. You can check if Alexa is hearing you properly through the Alexa mobile app, and going to Settings > History to see how Alexa has recorded what you’ve said. If it isn’t, please complete the Voice Training found on the Alexa app.