Sometimes you need to add multiple tracks between the same pads, for example to increase the current-carrying capacity.
Generally you wouldn't want to do this, adding a second track between two pads is usually a mistake, so the default setting for the program is to prevent this and give you an error when you try to do it.
To turn off this check and prevent the error message, you will need to change a setting in Preferences. On the PCB Tracks page, check the box for 'Allow Duplicate Tracks'. You will then be able to add a second track - or even more than that - between the two pads.