Obvious answer, but read the manual for your car. Modern car cassette players can be tricky things. Many will check for the presence of resistance on the spool to check that the tape is spinning properly. When you use cassette adapters on these, they don't detect properly and kick out an error.
However, nearly all of these have a trick to them where you hold down some button as you insert the cassette. This not only stops it checking for this sort of thing, but also stops the wheels from even spinning, which reduces the noise and the heat generated by the tape motor.
Read the manual and look for a cassette adapter mode or an override mode or something to that effect. It'll be in there somewhere.