That message is basically erroneous. The debugger has at some point of during the connection to the target tried to access memory at a point when the PC was not "valid", and then tried to display the source related to the "invalid" address - which has triggered the edit box with the"no source..." message in it. Preventing this happening is actually very hard, as it depends on all sorts of configuration and timings between the host computer, the debug probe and the target. And most users won will never actually see this in their particular setup.
But this shouldn't actually stop you from debugging. Just close that particular edit box, and potentially click on the "main" in stack frame displayed in the Debug View at the top of the screen, and you should then be back in business.
Aside : for details of how to change the location used for the initial breakpoint set when you start a debug session, see
section 14.3.2, "Controlling the initial breakpoint (on main)" in the MCUXpresso IDE v10.0.2 User Guide.
Regards,
MCUXpresso IDE Support