If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, ...

1) If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, take the recommended actions in the subsequent steps.
2) If the operation failed for a short-term backup to disk, in the Protection task area, select the data source and click Create recovery point to restart the backup. 
3) If the operation failed for a short-term backup to tape, in the Protection task area, select all the failed data sources that belong to the same protection group, and click Create recovery point tape. This will ensure that the tape backups are located on the same tape. 
4) Dismiss this alert immediately after starting your backup.