Make sure that you press Shift+Left Mouse button -> then you should be abel to sculpt the terrain. Otherwise, what happens when you try to do it like that?
Do you mean you can’t dig down any deeper?
If so that’s because you have hit the Black value of the height map.
to fix it you have to export the height map and change the ranges in photoshop to exclude the really dark greys, so when you re import the height map has values it can use to go deeper.
That’s why its important to plan the terrain in advance.
Hope that answers it.