The "log" as in the training log, most likely. I get that error every now and again (I have the file open in excel, which grabs a lock on the file, preventing TF from writing it).
It's called TFlog.csv and is in your default tracks directory. I have meant to add that info (path/filename) to the error message.
You can ignore it if you aren't concerned with adding new files to the training log. If you close the logbook window it should go away.