Looking at the code, it just looks like the directional light frame buffer has an unknown status (likely meaning it was not initialized yet) when a GLES2 scene is initialized. My guess, based on what I know about OpenGL and Godot, is that the frame buffer is still initializing when the code checks, which leads to it printing an error.
I did some Google searches and it looks like several GitHub issues in similar errors have been fixed. You could also try Godot 3.2 beta and see if you get the error there.
I agree with @cybereality, it might not be a problem when actually using Godot.
The error only relates to directional light shadows, so it may be that you not be able to enable shadows on your directional lights. It might be worth checking if you can enable shadows with directional lights if you are interested in developing 3D games with Godot, just to check.
I have run Godot with errors reported in the console and they rarely impact development. I would just ignore it unless you notice something not working correctly.
