This message is generated when there is a rule for ContextToFileName that gives a result that is not a string.
Functions such as Needs and BeginPackage assume that the result from ContextToFileName will always be a string. These functions can lead to this message if the result from ContextToFileName is not a string.
Rules for ContextToFileName are sometimes added in special situations, such as when the default rules for translating a context into a file name do not match the file naming conventions of the host computer.
Off[message] switches off the message; On[message] switches it on. For example: Off[ContextToFileName::cxfil].