The only way you could possibly get this message is if one of the grade items in the course you are looking at is pointing to a scale that no longer exists in the database. Please look at your grade items and find the one that uses such a scale, and change the scale.
I don't know how the scale could have been deleted, but it's obvious that it has. Another possibility is that somehow the grade items was set to point to a scale that never existed at all.
Please fiddle around with your grade item and see if you can get the message to go away then come back. My guess is that once the message has disappeared, you won't be able to make it come back.