In order for the design to be complete, tolerances must be specified for all dimensions such that the limits of variation are defined for all features. This message is shown when the model contains one or more nominal dimensions. In other words, the tolerances are not explicitly specified. Ensuring all tolerance feature tolerances are not set to Default should clear this message.
ASME Y14.41-2003 (par. 7.2.2) includes a model requirement that a displayed feature of size dimension shall always include a tolerance. A nominal dimension is not allowed.
There is no similar statement in ASME Y14.41-2003 pertaining to other dimension types such as offset or angular dimensions. Although it is considered good practice to explicitly specify tolerances for all dimensions, it is not required for nonsize dimensions. When you have a model that includes nominal dimensions, this message is displayed. Express tolerances for these dimensions in a general note.