The reason for this message is that there is no tool selected capable to debug your project. When no tool has been selected, it is empty. Clicking on the drop-down menu will show all the available tools. Go to the Tool project pane and change to a supported tool (Project Properties > Tool > Select debugger/programmer).
If the tool you have selected does support debug, then check that the correct interface is chosen and that the frequency is according to the specification. If the issue persists, try to lower the frequency to a frequency where programming is stable, and then slowly increase the frequency as long as it keeps stable.