This error could mean that there is a duplicate student profile, or that there are two or more students with no UPN at the school. Go to Admin > Students > Bulk UPNs to see any students with no UPN.
You may need to check off roll students as well in Admin > Students > Search Not On Roll to see if there is a student off roll who also has a live profile, both with the same UPN.
Another thing to check is the SEN provisions. Sometimes if a student has more than one open SEN provision or overlapping provisions this can show as multiple student records. To check and amend this click Fix error on the student; go to the support tab and click the cog next to SEN.