A data frame in your document is empty. It does not contain any layers.
- Add layers to the empty data frame.
- Remove the data frame. This option is only available when more than one data frame exists in the map, as ArcMap documents must always have one data frame.
The data frame in ArcMap provides the principal display of geographic information as a set of map layers. Within the data frame, you display geographic datasets as layers, where each layer represents a particular dataset overlaid in the map.
See Adding layers to a map for more information.