The objects were not selected as a connected list

What causes this issue?

The selected objects were not selected as a connected list. There are
selected objects with no link to a higher-level object in the
hierarchy.

System Response

The selected object list cannot be processed.

How to fix this error?

Select a new object list and follow the instructions. To display the
instructions, choose "Settings -> Change". On the index card, switch
the instructions on.

Error message extract from SAP system. Copyright SAP SE.