If you chose the wrong method of persuasion/threat or tried to sell stolen goods or wasted his time, then he will refuse to deal further with you. You can still obtain your needed leads from Adela or the old Tanner, if you persevere, and complete the necessary task/speech check.
This is actually a nice thing… too much hand-holding in most games with no consequences for not thinking before acting/speaking.
You can boost your speech checks by dressing to impress. (Neat & clean, non-warlike gear for impressing, bloodied and heavier armour for threats). You still will fail some checks with the wrong approach for the person in question, but least often with the right approach and equipment. You should also talk to as many people as possible before following your actual leads, as you can easily boost your confidence (speech skill) in the first few minutes by chatting to the soldier on the road, and the two people near the bath-house before attempting to speak to Adela herself.