Tridion CM reports: "Failed to get data from 1 data source"

When you open various pop-ups in Tridion Explorer, a message is displayed in the message center:

Couldn't retrieve data from 1 datasources

What does this mean and how can I prevent it?

Edit: Yes - everyone who said that the UGC is right. In fact, the problem was not in the links to the web services, but in the fact that they did not work correctly. Therefore, if you are configuring UGC, make sure that you check (with your browser) that the OData services are not available, but that they are responding correctly.