Most people who cannot be hypnotised have simply erected mental barriers to hypnosis. In a very real way, they have hypnotised themselves into being un-hypnotisable. Hypnosis is something that you do to you - your hypnotist is just a guide. Most people are "hypnotised" multiple times a day - when you lose track of time when driving and unexpectedly arrive at a destination; when you exercise and find yourself "in the zone"; and just before you fall asleep and wake up.
It is only when we think "I do not want to be hypnotised" that we stop ourselves from being hypnotised. For a hypnotist, there is no such thing a someone who cannot be hypnotised, but there are people who won't be. If you are constantly thinking “this won’t work on me” or “I don’t want this to work on me” during your hypnosis, then it really will not work.
Are some people good at being hypnotised?
On the opposite end of the spectrum are people who can enter a hypnotic trance very easily. These people are not “weak willed” (I believe quite the opposite), but rather they have simply built up the skill of entering trance and do so very easily under instruction. In my experience it is intelligent, creative, and imaginative people who find it easiest to enter a hypnotic trance.