The problem is that you are trying to use adaptive thresholding to an image that is not in greyscale. And the function only works with a greyscale images.
So you have to convert your image to a greyscale format as it is described in documentation.
They read the image in a greyscale format with: img = cv2.imread('dave.jpg',0). You can also convert it to greyscale with: img_grey = cv2.cvtColor(img, cv2.COLOR_BGR2GRAY)