This message is usually due to the VM being in a "powered off" or "suspended" state. You cannot pull a console from a VM that is not in the "powered on" state. Also, be aware, in some challenges involving malware or cyber-attacks your consoles might fail after the VM is successfully attacked and taken offline, thus, putting the VM in a "powered off" state.
This issue will also often occur if the VM is rebooted. Simply pulling a new console once the VM has rebooted will solve the issue if this is the case.
This issue can also occur if you leave a console idle for a long period of time. Simply pulling a new console will solve the issue if this is the case.
If your reservation ends while you have a console open you can also get this error message. However, you will be unable to open new consoles in this case as the reservation that workspace was attached to is no longer active.
Should you be getting this error message while the VM is in the "powered on" state, while your reservation is still active, and immediately or shortly after you pull a new console, please review section titled, "HTML5 Console Connection Issues", in the support solution, "The HTML5 Console is Not Working Right!".