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Edit: another possibility is it maybe needs some stats that are not showing up (bug) so you cant equip it (some equipment needed agi or vit stat on my play but showed that on the item)
Edit 2: but from your wording "most" weapons its likely you are talking and buying the base parts of the weapons wich could be crafted all. You unlock crafting stuff after the child memory in your old village.
For a shotgun, that means you'll need to add a grip and a muzzle. Other parts are optional.
For a melee weapon you'll need to add a handle.
As Nevoras said, you'll need to complete the crafting tutorial. Just follow the main questline a bit if you don't have it unlocked. Its not too deep in.