You probably have linear projectors already saved in your file (I guess you made some experiments by yourself that were not indicated in the tutorial).
In the Record tab, menu Artifacts > Select active projectors, and delete the existing projectors.
If you are not familiar with this operation, I recommend you start by following the introduction tutorials (section "Get started" on the website)
https://neuroimage.usc.edu/brainstorm/Tutorials
Or you can simply follow the suggestions given in the error messages: select the option "Process the entire file at once"