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