This usually means that checks haven't been configured as an accepted payment option for this specific donation form. To correct this:
  1. Go to "Fundraising" > "Donation Management."
  2. Click on "Edit" next to the donation form
  3. Go to step 3, "Design Donor Screens"
  4. Click "Edit" next to "Donation Form"
  5. In the right side selection box, choose "Payment Type" and click on "Save order and edit selected"
  6. Check the box next to check payment, and any other payment types you want to include.