A map needs to compute the lighting before it's fully valid. If you try and save your map after it's been validated, you should get a prompt to compute the lightmaps. If not, you can always compute them at any time by clicking on the Light Settings button in the lower right (the icon that looks like a sun). From there, you can choose the time of day and the lightmap quality (you need to use Fast or better; Very Fast is for a quick light fix when still making your map), then click Compute Shadows and wait for the shadows to compute. After that, save your map, and you should be good to go.