It's likely due to whatever page it's trying to send them to after they login. If you have not specified in login redirects and the user attempts to login on a page only accessible to Guests they will get that error. For first time login redirects you can specify those within CB > Configuration > Registration. If you want to always redirect after login you'd specify that within your CB Login Module under Login Options. So for example to always send them back to the home page after login set the login redirect to index.php. Be sure to always use non-SEF login redirect URLs beginning with index.php; do not use relative or SEF URLs.

CB throws that error if the confirmation code isn't valid or CB is unable to find the user it's attached to. It's doing this for every confirmation or just that confirmation? Check within _comprofiler and see if that confirmation code is attached to a user in the cbactivation column.