My iPad does not support some websites. Why is that?
The better question is why some websites don't support mobile devices. And the answer is that either they don't care enough, or they haven't figured out that mobile is going to be bigger than desktop in the very near future.
Most modern mobile devices dont' support a lot of the tools and protocols that some websites have become dependent on; most notably Java and Flash. There are newer tools that sites can use that work with mobile, even being so kind as to adjust the site for best results depending on your screen size.
This is changing, rapidly, if not as rapidly as we could wish.
In the meantime, if the site is vital to you give the free version of Puffin a try. This app runs a full desktop web browser remotely and re-serves it to your iPad. It should handle the more common incompatibilities, though at the cost of speed and responsiveness. If it works for you you'll need to buy the full version, or look to one of the other Flash compatible browsers available in the App Store. Most of them work on the same principle.
Some sites are simply not mobile compatible, or at least iPad compatible. If you absolutely have to have that site on your iPad, there are other solutions, but they are not worth the trouble unless you absolutely must make it work. Those solutions are mostly about remote controlling your desktop (or laptop) computer from the iPad.
Good luck.