Hey, it's a 16F877A! Those are newer than the old 16F877's.
Address 0xF sounds like it will be in the compiler's start up code. This is code that the compiler inserts before your code to initialize some things.
When you use C debugging there is a map of every one of your source lines to the corresponding program memory addresses. When MPLAB halts it looks at the current PIC address, consults that map, and then puts the green arrow in the editor window on the correct line of your source. But not every address actually maps to one of your source lines. For example, compiler start up code doesn't map to your source.
The message you are getting from MPLAB is trying to tell you that, for the given PIC address, it doesn't know what source line to put the green arrow in the editor window at. It's not an error per se.