Hello,
It means you’ve selected a sidebar layout with a right sidebar, but the default right sidebar doesn’t have any widgets in it. So, just go to Appearance > Widgets in your WordPress admin panel and put the widgets you’d like displayed in the sidebar into the “Right Sidebar” widget area.
Note: This message — “This is a fixed sidebar with ID, sidebar_right, but you haven’t put any widgets in it yet.” — only shows to you as the logged in admin user.