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)
ACASIS 2.5/3.5 inch 2 Bay SATA USB 3.0 Hard Drive Disk HDD SSD Enclosure 4 RAID
$58.99
Cisco UCS LSI MegaRAID 9271CV-8I SAS2308 PCIe SAS Internal RAID Controller
$28.00
Intel PCIe SSD AIC RAID Controller Card G97168-252
$44.55
LSI 9207-8i 8-Port SAS Non-RAID 6GBPS PCIe Host Bus Adapter
$34.95
LSI MegaRAID 9361-8i 12Gb PCIe 8-Port SAS/SATA RAID 1Gb w/BBU/CacheVault/License
$39.95
Yottamaster 4Bay RAID RGB Hard Drive Enclosure Type B Fr 2.5'' 3.5" SATA HDD SSD
$149.99
LSI MegaRaid 9361-8i 12Gbps SAS / SATA Raid Controller PCIe x8 3.0 Tested
$29.00
LSI 9271-8i MegaRAID 8-Port 6Gbps PCIe RAID Controller w/ 1Gb CacheVault & BBU
$30.99
G TECHNOLOGY G RAID 0G04228 2-Bay Thunderbolt 2 RAID Array W/Power Supply
$99.99
4 Bay RAID External Hard Drive Enclosure for 2.5/3.5" SATA HDD/SSD
$79.99