This situation may occur if you are not around to put the right media in the device drive, or if there is no media in the device drive when GFS rotation runs.
Basically, this isn't a problem. If the job that failed was a daily backup, and you selected "Retry Missed Targets" when you set up the GFS rotation job, a make-up job will be rescheduled.
If you're not sure about which media to use, or if you want to know what hosts were missed in the backup, check the GFS Rotation/Rotation Daily Log.