Diagnosis
Yeah, this one's common. The printer's paper jam detection is super sensitive, especially right out of the box. A tiny piece of packing tape, a torn paper edge, or even a sensor flag that didn't pop back up can trigger it.
How to Fix It
First, unplug the printer. Open the rear cover and the scanner unit all the way. Get a flashlight and look at the entire paper path from the tray to the output slot. Check for any plastic shipping tape you might have missed. Gently move any white plastic levers or rollers you see to make sure they're not stuck. Close everything up, plug it back in, and the message should clear.
If That Didn't Work
The jam detection can also be triggered by a faulty sensor. Try performing a reset. With the printer on, hold the stop button (the red circle with an X) for about 10 seconds until it beeps and restarts. This can clear a false error.
Heads Up
Don't force anything when you're looking around. The paper feed mechanism is driven by plastic gears that can strip if you muscle a roller that's fighting the motor.