Solve the problem

[Muzamil5CBB]

 Warning: no pixels are more than 50% selected. The selection edges will not be visible.

[Mylenium]

Nothing to solve. It tells you exactly what is going on. The selection will still work and be usable. Convert it to a layer mask or custom channel if you need more control and verify its content.

Mylenium

[Jeff Arola]

If you made that selection with the Elliptical Marquee Tool make sure the Feather in the tool options is set to 0 px (zero) before drawing out the selection.