Main nav menu question

i’m working in ‘appearance > menus’= the menu was looking good. i needed to add more third tier categories – there was already a third tier in another category and no problems. after adding the categories and saving my nav menu was replaced by this sentence = PLEASE ATTACH A MENU TO THIS MENU LOCATION IN APPEARANCE > MENU

note: at the bottom of the menu there is a section labeled ‘menu settings’ and i tried clicking on ‘main menu’ but when i save ‘main menu’ is again unchecked. what happened to previous good nav menu?