Why do I get a "no pixels selected" when making adjustments in a new layer?

@Hominid Pinkage said:  I seem to be getting a new layer automatically any time I select , copy, and paste something and try to do anything to it. Is there any way to stop that from happening?

I don't know of any way to stop that.  More importantly, why would you want to?  Having copied pixels pasted to a new layer provides all kinds of safeguards and options for further manipulation.  If you are satisfied with the result, you can always flatten the image or merge the layers from a right-click context menu.

If you really need to "paint" copied pixels onto the original layer, I guess you could always use the clone stamp tool instead of selecting, copying and pasting.

I had this same problem for months.  I found that I had to do several things:  put a copy of the photo from which I want to copy into the same tab as the target photo.   Secondly, make sure "Add to Selection"  chosen at the bottom for the Magic Wand.  If you have "Intersect wtih Selection" or another option chosen, it will give you the error message.  

Check to see if the layer is locked, and click to unlock it. Also, make sure that the feather setting is not too high for the size of the selection.

on the toolbar. set your feather to "0"

Sounds like you have an empty layer selected.

Even if you have a selection established (showing the marching ants), your creation of a New Layer means that your selection is now on that new layer, which is empty, and thus there are no pixels selected to modify.

Try skipping the New Layer step.

Or, duplicate the layer you want to work on, then do the selection, then the adjustment.

Try turning off visibility of layers you are not working on. I think this should help.