Warning or error when using Pathfinder effects in Adobe Illustrator

Hi,
I was using Adobe Illustrator and was navigating objects with Pathfinder effects when I got this error message. I was a bit new to Pathfinder effects. Could someone from this forum explain to me why some effects to objects couldn’t be applied? Please help. Thanks in advance.

Adobe Illustrator
Pathfinder effects should usually be applied to groups, layers or type objects. This may not have any effect on the current selection.
