From the Steam Community Market FAQ
Who is eligible to participate in the Community Market?
The account must have a successful purchase older than thirty days, but not older than a year. Also, Steam Guard must be enabled for 15 days.
If you have had your password reset by Steam Support you will need to wait another 15 days with Steam Guard enabled before you can list items on the Community Market.
If a chargeback has occurred on your account you will be eligible 30 days after your next successful purchase.
If a password is reset on an active account, the market will be restricted for 5 days. If an account has not been active within the past two months, this restriction will last for 30 days. this does not affect password changes, only password resets.
Adding a new purchase method to an account will trigger a market restriction for seven days.
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It happened to me too, however it was tradeable. The message was a bug for me. You can see it in the bottom of the gift info screen, it says (Not) Tradeable, Not Marketable
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( Not Tradable )
Gifts become tradable after a Steam account has been in good standing for at least 30 days
why i see that on my cs:go gift in my inventory ?
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