May I ask you to post and share your domain name in bracketed dot [.] notation here with us so we could double-check, troubleshoot and provide some feedback information?
The warning message means that there is no “default” DNS record found for your domain and that your domain doesn’t resolve as it should be. It’s also a helpful tip.
Before moving to Cloudflare, was your Website working over HTTPS connection?
May I ask how familiar are you with Cloudflare dashboard and navigation?
Below article can help you to gather more information for understanding what does it mean and also the step-by-step tutorial from below to help you to add the missing DNS record, like A example.com pointed to your web hosting IP, or origin / server IP, so your Website would work when you visit example.com address in your Web browser.
In case you don’t know which DNS records you need to add, you could kindly ask your web hosting provider if you’re using some or used, for that kind of information.
Otherwise, maybe you’re using some kind of a Blog service, or 3rd-party service provider and would like to connect with Cloudflare?
Here is a step-by-step tutorial how to add or edit DNS records at Cloudflare dashboard: