The message that pops up explains why you are getting this error. The path from one table occurrence to another in the relationship graph can never produce a situation where you see a "loop" or multiple paths that link the same two table occurrences.
If you have these relationships: TableOccA-----TableOccB------TableOccC
all is ok the "path" from A, to B to C is a single path. but if you have:
You have a problem. The path from A to C can be A to B to C or it can be A to D to C and FileMaker cannot allow that and still function.
The solution is to add a new table occurrence with the same data source table as one of these existing table occurrences. Select TableOccD and then click the duplicate button (two green plus signs). This then would allow you to link records like this:
The table occurrence "boxes" named TableOccD and TableOccD 2 both refer to the same records in the same table. If you hover the mouse over the arrows in their upper left corners, you'll see the same data source table name pop up for both. This is what the error dialog that you show is offering to do for you.
I recommend this tutorial on Table Occurrences, what they are and how to use them: Tutorial: What are Table Occurrences?