In order to save money, keyboard manufacturers often put many keys on the same bus. This prevents multiple keys in the same region of the keyboard from being pressed simultaneously. Sometimes it even prevents more than 2 keys at all from across the whole keyboard being pressed at once. Often the shift, ctrl, and alt keys are not within this limitation, so you can hold shift and press 2 other keys at once and it will still work fine.
Even high-end gaming keyboards often have a similar hardware limitation, although the cap is much higher so that it is unlikely to be reached during the normal course of gaming.
This is also known as "ghosting", when keys you press seem not to register.