Most places, you can't get an epidural if your platelets are less than about 100K. Sometimes if it's close, they will let you have one.
The problem is, if you platelets are low, you have a higher risk of having bleeding inside your spinal column when they do the epidural. If this bleeding is significant, it could cause what they call an epidural hematoma, which is a fancy word for a big bruise in the epidural space. This can, if severe enough, lead to paralysis, so it is a pretty big deal.