Try the following in order until the issue is resolved:
  1. Ensure the query has a selection created:
    1. Go to Analysis > Information Library> Edit your existing query
    2. Go to Set Save Options tab.
    3. Mark the "Create a selection?" checkbox and the "Show the selection in the query designer" checkbox
  2. Ensure the query type is correct.  For Appeal Mailings, a constituent query is required.  Acknowledgements use Revenue queries.  Membership Renewals use membership smart queries.
  3. If the query type is incorrect, recreate the query using the correct type, ensuring that the selection is created using step 1 above.