Trying to be very concise here:

 - Quantum Mechanics brings minimal uncertainty (fluctuations, fuzziness) to quantities. 
 - According to general relativity, gravity is an effect of mass curving spacetime.
 - Using quantum mechanics or quantum field theories in any fixed geometry (Euclidean/flat as in the non-relativistic limit, but also in a fixed curvature) is straightforward.
 - It becomes troublesome when masses with an uncertain position curve spacetime: this means that the curvature of spacetime is itself uncertain! This makes it hard to even work in a fixed coordinate system, and gives complicated backactions between the spacetime and the massive particles.