Some rims are drilled down the center, that's not the problem. When you say you rotate the hub and the nipples don't go in, do you mean that you lace both drive and non drive side (every other hole sheldon calls it "trailing" spokes) and twist the hub to get ready for the cross spokes, that all of the nipples are not fitting perfectly into the holes on the rim? If so that is normal. Once you get the cross spokes in there things should start falling into place, some of your spokes might be screwed in tighter, some looser etc making matters seem bad. Also make sure all your spokes are the same spoke size (front wheel? non disc?), that will make matters worse. Have fun and enjoy lacing!