This is technically not an error message. It is an information message from Dynamics GP designed to alert you to the fact that your login and the initialization of your installation of Dynamics GP has not yet completed.
This is the first alert to the user, not to begin processing anything in GP yet, as there are still security checks and module initializations taking place. If you have a number of additional modules installed, either standard GP or 3rd Party modules, the initialization may take longer.
Another sign to follow is to look at the section of your GP homepage where the Date, Company and User name are displayed. The Company and Username will be grayed out while GP is still initializing, and only once the initialization is completed will their display change from grayed out to black font.
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