You do not have any existing/viewable sessions and are not allowed to start a new one.
Check the following:
You're not currently signed in. Access to the resource is restricted, and since the site has no way of knowing who you are, it may have denied you accesss. Once you're signed in, navigate back to your course from the home page and retry your last action.
Has the deadline for this assignment passed?
Complete your enrollment in your course. If you're not enrolled, a large "Enroll now" button will show up at the top of your course page. Click that, follow the indicated steps, and then retry your last action.
If none of the above steps help, please navigate back to your course from the home page and contact your course staff.