I'm just starting to use Illustrator and I was watching some tutorials, but they don't have this problem. Why is this happening?
There is probably a very small gap in there. Double click on the shape builder tool icon. This opens up options for the tool, enable gap detection and you should be good to go.
I was super confused by this for like a whole hour because I tried to enable the gap detection and that still didn't work! But after about 10 different test exports and even re-drawing my whole shape, I finally figured it out.
So when you've drawn out your shape and filled where it needed to be filled, what you have is different sections of the shape staying as separate shapes. So in the picture below I've labelled them 1, 2 and 3. 1 and 3 are the surrounding strokes and 2 is the fill that I created with the shape builder tool.
Now all you need to do is take your shape builder tool and click and drag through the three shapes, and it should merge them and remove any gaps left in the shape! It's so simple and took me forever to get but hopefully this helps someone!
The shape builder tool is in its infancy, and applies very strict rules to what it can and can't do. It doesn't have any thought or consideration of (or for) how a visual thinker might be considering what he's trying to do. Its only considerations are of its rules based systems of operation. Those rules are pesky, pedantic and programmer centric.