Is $CFG->admin set to something other than 'admin'? That's an important detail to include when asking questions.
Moodle 3.8 has a bug with a non-standard $CFG->admin: MDL-69061. On my test site I could fix this by changing lines 442 and 463 of lib/classes/component.php from:
$path = $CFG->admin . substr($path, 0, 5);
to:
$path = $CFG->admin . substr($path, 5);
If it's still not working please 1) tell us what $CFG->admin is set to and 2) tell us what you click when you see this message, e.g. include a screenshot of the page before (hide or remove any information you don't want to share).