That depends entirely on what you're trying to do, and how you configured your app / deeplink.
In essence, the deeplink module checks if the incoming request is accompanied by a username/password (read: the user has come through the login page or SSO). If this is the case, the module will attempt to find a running session for the user.
If no username/password parameters are passed in the request, then the module will attempt to serve the deeplink as guest, which is the debug (note: not error) message that you're seeing. To the best of my knowledge this should only happen if your deeplink module is configured to allow anonymous users, otherwise a login screen should be presented first.
All that is just based off the javacode, of course. If you can describe your configuration in greater detail, I may be able to help further.