This error will appear when your search fails to bring back any results. If you searched by what you thought was an OCLC Number, it is likely that the number is not actually an OCLC Number, but a Unique ID for an article from a vendor instead. Search WorldCat.org by that number and you should be able to get the record so you can pull the journal title or ISSN so you can create a request for it.
If you are still having issues, contact OCLC Support and include the search parameters you are using.