In order to change a Lookup relationship to Master-Detail, you will first need to make sure that each of your child records (Attendees) has a value in the Lookup field that you want to convert (Festival). If you have any records in the Attendees object that do not have a value in the Festival field, Salesforce will not allow you to convert the field type.
Also, because of the way the Master-Detail relationship enforces data integrity each entry in the Attendee:Festival field must match exactly one of your Festival names in the Festival object. If you typed the Festival name into an Attendee record rather than using the Lookup function and you misspelled the Festival name ... this data mismatch will also prevent you from converting the field type.
Examine each Attendee record and if you find any that do not have a Festival name in the Festival field use the Lookup function to choose a festival. All of your Attendee records need to be updated this way.