My guess is that one or more controls on that form have a default value set. When you're in a new record mode, you've started one if there are defaults (I believe that is true even if the defaults are at the table field level) and it seems that the record is a child of some other related table. The message is telling you that parent table has no record related to the one you're likely unintentionally starting.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.