This message occurring during boot up of KNOPPIX-Live has no deleterious consequences but it is an annoyance.
It is probably an unintended hangover from the HD-installed version which allocates several partitions.
Either ignore it or include a (2nd and) 3rd (and 4th) partition in your boot device, even if it is a USB stick.
Use fdisk* to set /dev/{sda}1 as the KNOPPIX partition type c (being FAT32; or NTFS if you prefer - I've never tried this).
Set /dev/{sda}3 as type 83 (Linux) (at least 400M). Then format it as Reiserfs with mkreiserfs .
It's not obvious to me how (or even whether) the partition is used; but it is made available; and you will boot
without the annoying error message!
(*) Yes: you need to format your intended USB device - from a temporary KNOPPIX USB device is probably your most
convenient method ;o)
ORICO 5 Bay Raid Enclosure USB3.0 SATA External Hard Drive Enclosure Up to 80TB
$115.59
8 Bay Tool Less Tray Hot Swap 2.5" 3.5" SATA Non RAID Ext USB 3.0 Enclosure USED
$145.00
ORICO 5 Bay Raid USB3.0 to SATA External Hard Drive Enclosure for 3.5'' HDD LOT
$134.39
OWC Guardian Maximus Raid Enclosure SATA Hard Drive FireWire
$36.99
ASUS Hyper M.2 x16 Gen 4 RAID Card- Used Working
$32.95
Dell PERC H330 PCIe 3.0 x8 RAID Storage Controller 4Y5H1 High Profile
$17.99
WD TB My Book Duo Desktop RAID External Hard Drive 0TB NO DRIVES
$42.00
Dell EMC 092GD6 Broadcom 9305-16i LSI Quad Port 4 Port SAS RAID Controller
$84.99
Yottamaster 5 Bay RAID Hard Drive Enclosure Type-C B For 2.5" 3.5" SATA HDD SSDs
$139.99
Oracle MegaRAID SAS9361-16i 16-Port 12Gb/s PCIe SAS RAID Controller P/N: 7332895
$149.99