If you are seeing this message, then it means you already currently have the maximum number of adepts: 8. In order to “initiate” new ones, you must rid yourself of the old ones. Hit the “X” next to “Send on a Journey” to start this process.
To decide which adepts to keep and which ones to get rid of you will first want to look at your adept’s rarity. In order of least to most rare: white/grey (Official twitter says grey; wiki says white), green, blue, purple.
In general, you want to keep rarer units and exchange the more common units. In fact, you can do this to all the new adepts available at the Hall of Greatness every day. When you exchange an adept, they will become a missionary for you. Each rarity grants a number of followers.
White/Grey = 3 Green = 5 Blue = 320 Purple = 580
Once you have some rare adepts you can focus on finding the particular rare adepts that you actually want (beggars can’t be choosers after all).