My own experiments suggest that the central feature affecting the ability to add a bookmark is the outline of the text box that surrounds the text you are trying to make into a bookmark. If it is a ‘dotted text box’ then you will be successful; if it is continuous, you will not.
These ‘dotted text boxes’ appear in any of the ‘add pages’ which already has a text box in it (eg 2 column or 3 column etc). What happens depends on whether you are selecting from the ‘section’ or ‘pages’ folder. Considering the ‘pages’ first.
When added, these pages may appear blank because they don’t contain text until it flows on from the previous page (it will usually link its text boxes with the previous page).
Any text that you add inside the dotted text box, or any that flows over from earlier ones, or any that is there by default can be selected and made into a bookmark: in other words the + in the bookmark inspector will not be grayed out.
However, if you do anything that breaks the link with the previous ‘dotted text box’ (eg by selecting the frame and dragging the blue link end away from the box), then the text box becomes a ‘continuous line’ box and you can no longer create bookmarks within it. In fact any existing ones now connect to the the previously linked ‘dotted’ text boxes.
It is also worth noting that all the text that was created in the now ‘continuous line’ text box may disappear—but if you insert a new ‘text box’ page, the text will appear again (as though it was homeless up to that point because it didn't have a linked text box to display in).
If, say, you have three linked text pages, even if you delete the middle one the links will re-establish themselves between the first and last page and all bookmarks will be maintained.
Now, if you add a page from the ‘section’ folder, (eg copyright, forward, etc) you may well find that there are 2 text boxes. Select each one in turn. If it has a continuous line you can’t add a bookmark to text inside it. If it is has the dotted lines, you can.
Select the dotted line text box (by clicking on a handle) and you will find that a ‘blue link line’ does not enter it on the left (unlike ‘2 column’ pages etc) or leave it on the right. This makes things easier because it avoids the problems associated with the pages from the ‘page section’. You can create bookmarks for any words that you type into this text box.
I hope I have got it right! It is all very confusing and still means that the bookmark feature is not as great as it could be: let’s hope that Apple puts things right with the next update.