What is the error message? Check the BIOS. Look under "PC Health Status" and then look at the details on the CPU_fan. If the settings are ok, then take a look at the fan attached to the heatsink for mechanical/electrical issues.
You may have to set the bios to ignore the CPU fan speed.
Related to CPU Q-Fan control also if enabled.
You still have control via temperature of the CPU.
plug something into the cpu fan header or turn it off in the bios..choose to ignore the message if u do have a cooler! However...be cautious..if ever something happens and u dont have the warning u wont know whats wrong with it