I got this error when a friend asked to check if virtual box works on macbook pro. Therefore I installed virtual box and try to open the virtual machine from his external drive (not enough space on my machine to copy the VM on). We were surprised when saw that error pop-up on the screen.
After a while, we concluded the issue is cause by the file system of the external hard drive which was NTFS. It’s well known that MAC OS can’t write on NTFS, and when open the VM, Virtual Box needs to write down the machine state.