When using the Collaborative Review Feature (where the file can be edited from SharePoint), it is possible that you stumble on the following error message when trying to start a new review or approval cycle:
This is because SharePoint has a lock on the file associated to the document. It is usually because the user still has the file opened (either directly in her browser, or in MS Words), but in some situation, SharePoint will keep the lock for no apparent reason.
When this situation occurs, the first thing to do is to check with the user mentioned in the message, to confirm that the file is no longer being accessed on their side.
If the user is positive that the file is not open, one possible workaround is to have this user open the file again from SharePoint, and close it. This has oftentimes successfully released the lock immediately.
If it is still not possible, the last resort is to wait for SharePoint to release the lock by itself (usually ~10min).