Hello,
Are you sure you created a new package??
Because this Message comes only after you Migrate the SEPM 12.1 and immediately it asks you whether you want to contuinue with deploying packages. You select to move on directly deploying the package via Deployment Wizard and then, it asks you whether you want to create a Managed Package or Unmanaged Package??
I would not suggest you following that path. Instead, you can login to the SEPM and use the articles to assist you creating and deploying the package properly without any issues.
Symantec Endpoint Protection 12.1: Installing the Manager for the first time and deploying clients
http://www.symantec.com/docs/TECH163580
How do I create and configure a custom Symantec Endpoint Protection installation package in version 12.1?
http://www.symantec.com/docs/TECH165801
How to deploy clients in Symantec Endpoint Protection 12.1
http://www.symantec.com/docs/TECH164327
Hope that helps!!