What does "Information [18]: Select at least one signature" in the semi automatic classification plugin mean?

Question

I am using the semi automatic classification plug in to classify vegetation and water in a satellite image. I create training shp and signature list. When i hit "classification preview" it gives me the error "Information [18]: Select at least one signature". I tried selecting one but it did not help. What is meant be "Information [18]: Select at least one signature"?