That message happens when there is more than one session to the Live server. It can happen by having Live open on a background tab and in the foreground, by having it open on another device, such as an app or another computer.
Try to always close out of Live between sessions so there won't be ones out there that can bounce you. I know staff is aware of what happens but don't know if they plan on changing how new sessions are handled.
Several times I got a message - another log in detected which means I lose cause I have to abandon the game. This could be malware but I could not find anything, used Malwarebytes and Macscan. Then I want to reset my password however I don't get a message from Chess.com to reset my password. Could not find it in my mail account. No, neither in spam. Also when I want to log in into the old Chess. com site I have to made 3 attempts to accomplish that. I get this message - Whoops etc. Anybody the same problems?