My action center has had the same message for months now. It says to insert removable media (important). I have never had problems with this before, but now when I try to click on it nothing happens. When I put removable media in my computer nothing happens. When I try to click on the more information link next to the message, nothing happens then either. There is a small blue and yellow shield next to where it says Insert removable media and it has the same shield on the more information link as well. I would like to get this handled. It is really annoying and I can't figure out how to fix it. 

Would you mind to post back screenshot of your Action Center here?

Hi,

This message is related to Backup feature.

Did you have an automatic backup scheduled.

I suggest you check the File History setting.

If you have scheduled an automatic backup, you can back up your system, and then turn off the backup feature to check if the message disappears.

Regards,