406 indicates the following kind of error:
406, Not Acceptable, Returned by the Search API when an invalid format is specified in the request.
Check if the authorization details have been entered correctly. Then check the format in which you have given the coordinates.
Its in the following format:
[SWlongitude, SWLatitude, NElongitude, NELatitude]
example:
twitterStream.filter(locations=[-70.93044414,41.65536809,-70.9231071,41.66316909])
This will stream tweets from the region enclosed by the above coordinates.