First of all, pick a different name than I. I looks too much like 1 and l. Maybe use rgbImage. Then say "whos I" on the command line and see what it says. Also, you don't need the parentheses around the double() command. So you can do something like
doubleRGBImage = double(rgb2gray(rgbImage));
If you still can't figure it out, come back here and tell us what else you learned. My guess is that your I is not a normal color image with 3 color channels.