This object type doesn't support joining?!!!

I am designing a small pen and I want to join everyting (excluding lights, cameras , and emptys) in it like the tip, handle and the body but it doesn’t allow it!!! any suggestions.

Some parts of your pen may not be meshes. Try converting every part (Alt + C), and then try joining them again.

You cant do that with cameras and lights, but you can select everything and deselect and select an object and press CTRL + P so that they all follow it.