Your data frame should have a coordinate system (spatial reference) that defines the output map projection of the map display.
Define the output coordinate system for the map's data frame. By default, this is set to the coordinate system of the first map layer that is added in ArcMap.
One of the key properties of the data frame is its coordinate system or map projection through which the collection of map layers is displayed in a common view. For guidance on setting the data frame's coordinate system, see Setting the coordinate system for a data frame.