HSTS - Preloading domain

I tested my domain, https://www.mydomain.com, at https://hstspreload.org/ but it says:

Error: www.mydomain.com is a subdomain. Please preload mydomain.com instead.

What does that mean and how can I fix that? (I´ve done redirects to https with www and I made a CNAME for www but apparently that not the way to fix it)