As with Firefox i was used to have Adblock Plus for ads and Ghostery for rest of trackers, i wanted to install both extensions also with Edge (Microsoft Edge 39.14986.1000.0, Windows 10 64-bit Insider build 14986.1001).
As Ghostery extension came after ADP, and thus I installed it afterwards, the Ghostery extension just didn't work.
While trying to uninstall Ghostery and installed again, I experienced the same.
When I finally tried to uninstall both extensions, install Ghostery first and ADP afterwards, I noticed that I can't enable ADP - but now Ghostery worked.
Please have a look into it.
(reported the same to Ghostery)