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)