Error message when trying to change from RGB to CMYK

One more thing to add :

Do not switch to CMYK using Image > Image Mode

Use Edit > Convert to Profile and choose the CMYK profile appropraite to your required output (normal advise is check which one with your printer/publisher). There are many different CMYK profiles and it is important that you convert to the correct one, Image mode just uses whatever you have set as the default in Photoshop's colour settings which may , or may not, be the correct one for this output.

Dave

Not all blend modes or adjustment layers work the same in CMYK. Work in a copy, then flatten during colour conversion to maintain the RGB source appearance as much as possible in CMYK mode.

You must look at the adjustment layers and their blend modes to identify what you have and what isn't supported.

You should always check with your printer first (if you can), some printers want the images in sRGB and some want them in CMYK.