When are enemies no longer "nearby"?
Sometimes, there are no enemies around at all, and that message still appears. In this case, just walk about 10 meters forward, and try again.
You will get it eventually.
(Enemies are 'nearby' when they are hostile. If they cant see you, then you are safe, and can fast travel.)
Look around on your compass, that bar like thing on top of your screen. Then find red dots, and kill them.