The merge fields [Merge Field.Begin Section] and [Merge Field.End Section] are known as conditional merge fields. They define the beginning and the end of a section that will only appear when an end user enters information that falls within those conditional merge fields.  Referencing the example above:

If a transaction fee is not collected, than any information between those begin / end fields will not display in the email.

To resolve the error: 
  1. Open the editor to the section that is producing the error
  2. Drag and drop the merge fields directly between these placeholders - [Merge field.Begin Section] and [Merge field.End Section]
    For example: [Transaction.Fee Collected.Begin Section][Billing Information.FirstName][Transaction.Fee Collected.End Section]

Note that all of the available merge fields in the conditional merge field grouping (example Billing Information grouping, including "First Name", "Last Name", etc.), will only insert form data if a payment is collected. Therefore, these fields are required to appear between the begin / end section merge fields. If you attempt to place any conditional merge field groupings without placing them between begin / end section merge fields, you will see an error message similar to what is noted above.

Note: if the merge field in the error message, is not actually within the content, it's possible there is an invalid merge field that may have been copied/pasted from a separate location type. For example, a registration merge field was copied into a donation merge field.
To resolve this, either the HTML in working content needs to be copied/pasted into the desired location or the content needs to be rebuilt. For example, if the error is occurring for a donation form acknowledgement email, find an acknowledgement email where the content is working, copy it's HTML, and paste it into the desired donation form acknowledgement email.