I believe it's just a connection issue to AM. Could be a bug (not sure if 8.4 does this also because I wasn't on 8.4 release for long before upgrading to 9.)
Try closing the app completely (killing it in the app switcher) and relaunch the app to have it try to reconnect. I've had the same thing happen and it just goes away after a short time.
Same here. I've got it going too by pulling down within the app to refresh the screen. I assume you're on a tab other than My Music when you see this error. I would get it on For You and New.