A couple of crusading no nos to watch out for, Wukie.

Don't let your leader get excommunicated. Excommunicated leaders cannot launch crusades. The ways you get excommunicated are 1: attacking the Papacy (surprise) and 2: attacking a non-excommunicated Catholic faction that is too little (I forget how little. Help, anyone?) In case #2, the Pope will give you a warning and two years to back off.

Don't let anyone take over your province which has the chapter house. Any crusade markers or active crusade you have will be lost.

By the way, you do not have to aim your crusade to a province that is highlighted red. Any Muslim, Orthodox, or excommunicated Catholic faction is a legitimate target. (Rebels excluded.)