So, I was having this issue for a bit, and I apologize if this answer has been given before, but:
When you are attaching a door or a window to a wall, make sure you your not just sticking it to the wall and are instead placing it into the wall. (Sounds similar I know, screwed me a bunch early)
The first will only highlight the wall in gray, the second will select the wall in red like truss when you attach a light to it.
(Also make sure your wall isn't locked, or it won't grab it)