This is because the PDF file does not contain the metadata needed to create a reference. In this case, you can either enter the information manually, search for the article/material in a database, or retrieve the reference by searching for the article's DOI number using the search function.
You have probably downloaded from the open PDF file. Go back a step and download from DiVA, either from the hit list or the record itself.
If you have gone into the reference in the document, that is, the gray field that Zotero created, and changed something, you will get this message at some point.
If you choose Yes, the change you added manually will remain, but if you go and change the reference metadata or change the reference style, the reference will not be updated.
If you click No, your source citation will be updated, but the change you made manually will disappear.
If you want to change a reference, click Add/Edit citation, and make the change in Zotero. Then you will keep what you have changed and can change the reference style without affecting the change.
Yes, you can, click the arrow to the left of the icon so that the PDF file is visible, right-click on the PDF field and select "Move item to trash..." in the menu.