This means that you have configured Runtime to not be allowed to run without a package and you have failed to connect to the Pega Robotic Automation Console (formerly OMC) or to package server.
If you are not using either of these services and are loading your package manually once Runtime has started, then you will need to modify the setting in the RuntimeConfig.xml found your %appdata%\openspan folder.
Open the config in a text editor and look for the setting "AllowRunWithNoPackage". Change the setting to "true" and save the file. You should now be able to start runtime.
If you are using one of the services I mentioned above, please specify which for more help.