This is a common problem and could be down to one of a few things. Firstly check if your car has a USB port for connection as well as Bluetooth. Unfortunately with many car media systems some of the advanced features that integrate with your smartphone or mp3 player may only be available when connected in this way rather than using Bluetooth. To confirm this check the manual of your car or contact your dealer.
It is also possible that your mobile and car don't support all of the same required matching Bluetooth profiles. In this scenario it's quite possible that your device will connect to the car and appear to work. That is part of the magic of Bluetooth, that a device meeting some of the requirements of a host device can still connect and function with the compatible features.
More advanced features such as controlling your connected device from the car or the car being able to read contacts on your device may sometimes not function whilst audio streaming does.
Due to the many specific demands some advanced car media systems make of Bluetooth devices most car manufacturers have created lists of compatible and verified as working phones and audio devices that can be connected with them. See the details for some links to various car manufacturers.
Below is a list of common car manufacturers with links to their own Bluetooth support should you need further assistance.