After a fresh installation of your SharePoint 2010 environment, you could face this message. This is because the managed metadata service has not yet been configured correctly. The easiest way to do it in my opinion is by using the configuration wizard in the central administration.
Open central administration and click on 'Configuration Wizard' in the left bar. When you start the wizard, you will get a list of all possible services. In the list, select managed metadata service. You can of course also enable/disable other services. Go to the next step to start the configuring process. The last step also lets you create a new site collection but it's optional.