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.
For More information Read WordPress Images
- .pdf (Portable Document Format; Adobe Acrobat)
- .doc, .docx (Microsoft Word Document)
- .ppt, .pptx (Microsoft PowerPoint Presentation)
- .odt (OpenDocument Text Document)
For more information Read WordPress Supported fietypes