The problem is one of your data sources, probably on a forwarder, is trying to send data to an index you don't have set up. The messages are telling you that they are being dropped so you are losing data. To fix this, you need to either edit the inputs.conf on the forwarder to point to a valid index, or create the index it is trying to send to on your indexer/s.
It is possible, though less likely, you have a faulty transforms.conf on your indexer that is trying to redirect it to an invalid index.
If you can't find the problem yourself, send an email to support@splunk.com and they will be able to find the error.
Bob
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