I see a couple things here that will cause problems:
(I made some edits after taking a detailed look at the attached picture and realized I was a little quick with my first response)
1. The diamond sketch (SKETCH.4) is probably not closed - it either has gaps in the corners, or it has overlapping lines. The easiest way to fix this is to Delete the sketch and make a new sketch. (or you can use Sketch Analysis to try to find out what is wrong with the sketch.
2. The little red arrows displayed on each of the sections should be pointing in the same direction (either clockwise, or counter-clockwise). The two arrows are in different directions in the attached picture.
3. Since the circle sketch has a "closing point" on the right side, move the closing points on the hex section and the diamond section by selecting the right vertex on each. This will define where each section starts and avoid having twists in the solid.
4. If you want to use the points for "coupling," use the Coupling page in the middle of the definition window to define each group of points/vertexes. Just make sure the points are added separately, and not part of the sketches.
If you're following a video, watch carefully as there are a lot of options to build these types of solid shapes. Backup and replay the video to catch all the steps.