I'm breeding my Espeon and Umbreon, but sometimes for some reason when I recieve an egg from the Daycare Man sometimes it doesn't hatch, no matter how long I bike my egg just won't hatch.
No, as far as I know, you aren't doing anything wrong.
Try walking longer with it, Eevee has 36 egg cycles, the minimum amount of steps it can hatch with is 9,180. Also try using hatching O-Power and have a Pokemon with the ability Flame Body or Magma Armor in your party, doing so will help the egg to hatch faster.
Hope this helps!