If you are not able to edit a Deal's Stage, it could be because you have removed the Probability field from the Deals module.
The Deal Stage is defined by its Probability. For example, you have defined the stage "Negotiation" by a Probability of "10%". If you remove the Probability field altogether from Deals, the Deal Stage has no definition and therefore is no longer editable. In order to be able to edit the Stage, make sure that the Probability field is included back in the Deal Information section.