This Error message comes when you are trying to upload image,music or video files which are not supported by wordpress.

Wordpress have some whitelist of file types which are allowed to upload, Other files are not allowed to upload due to the security reasons.

Accepted Filetypes

Images

1. .jpg
2. .jpeg
3. .png
4. .gif

For More information Read Wordpress Images

Videos

1. .mp4
2. .mov
3. .wmv
4. .avi
5. .mpg
6. .m4v

Audio

1. .mp3
2. .m4a
3. .ogg
4. .wav

Documents

1. .pdf (Portable Document Format; Adobe Acrobat)
2. .doc, .docx (Microsoft Word Document)
3. .ppt, .pptx (Microsoft PowerPoint Presentation)
4. .odt (OpenDocument Text Document)

For more information Read Wordpress Supported fietypes