The site that this log message appears on is configured for private files only. This message is generated every time the wysiwyg editor (ckeditor in this case) is displayed.
The message is generated by the unsuccessful call to file_unmanaged_save_data() on line 347 of wysiwyg.module as it is trying to write a file to public://js/wysiwyg/ which is not going to be possible in this case.
The required javascript subsequently gets written inline on the page so the editor still works as expected but the user gets to see a drupal_set_message with worrying information in it.

Comments

Sounds like you've not set a public files path at all, Drupal always needs this path set and writable to be able to create any aggregated JS/CSS files, so you'd get it without Wysiwyg enabled as well when Drupal tries to write those files.

Status:Active» Closed (won't fix)

Closing this since #1 seems like the likely cause. Please change it back to 'active' if that's not the case.