That error is thrown here in the source code and can mean two things.

1. That is a brand new account without a public key (those can't forge)
2. You have not correctly configured the allowedToForge property in your config (see below)

In order to set allowedToForge either create a file called nxt.properties or edit the existing nxt-default.properties.
Set it either to * or provide some accounts that can forge on your server (delimited with ; symbols).

# For public nodes, only allow these accounts to forge
# Values can be a ; delimited list of accounts, an empty value (for no forging
# allowed) or a * to allow all accounts to forge.
nxt.allowedToForge=*

Edit: And option 3 might be the blockchain has not finished downloading (which leads to option 1)