It means you are missing a quest somewhere, try finishing a bunch of others and it will unlock for you. If for some reason you can't get it to work, send me your save file through discord and I'll let you know what's up.
A more general sort of message that will help players progress the game more smoothly: It's advised not to stick to a single character but pursue more at the same time so the game progresses more naturally and to prevent having to wait for certain events to trigger.