I'm writing this note as this has come up more than a couple of times in the last few weeks.
If you can't get past the first checkout page then this is the most likely reason.
Check to see if you have entries in the file ".htaccess" for the PHP version or "web.config" for the ASP version that force you on to the www. / non-www. forms of the URL, or on to HTTPS. Then check the Store URL SSL in the Admin Main Settings page of the cart and check to see if this does not agree with this https or www. URL form.
For instance, if you have entries that force your site on to HTTPS, then your Store URL SSL must be HTTPS. If you have entries that force your site on to www. then your Store URL SSL must be www.
If you have any questions or problems, please ask us.