Cause

Possibility 1

You placed a pin in the schematic without connecting it to a component.

Possibility 2

In the plugs navigator you have pre-defined a pin or a plug with several pins by means of the New or New functions popup menu item.

Solution

Regarding option 1

Connect at least one of the symbol connection points of the placed pin to a component. Refresh the connections and then start a new check run.

Regarding option 2

Place the pin or the pins of the plug in the schematic and proceed for each pin as described in section "Regarding option 1".