Why is Je dois incorrect?

Hi Graham - without context we can't help here. Can you let me know more detail?

Well, without context I can't tell what the issue was so I can only guess: devoir expresses obligation where as besoin de expresses need, so you can use both with a verb, but only besoin de with a noun.

You can say:
J'ai besoin de faire les courses. (I have to go shopping)
Je dois faire les courses. (I need to go shopping)

And you can say:
J'ai besoin d'un sac. (I need a bag)

But you can't say:
Je dois un sac. (I have to the bag)

[Note: in fact, you could actually say that but it would mean "I owe a bag" which in a very specific context might actually be something you would say - a game of poker playing with bags, perhaps? So long as you know it doesn't mean need here...]

Is that helpful?