Perhaps not so silly, but it is to me (and annoying).
When using one of the selection marquee or lasso tools, sometimes I simply "miss" and fail to select any pixels. This causes Photoshop to inform me of my error with the following error message:
"Warning: no pixels selected"
This requires me to move my pen/mouse away from the area I was working in just to click on the "OK" button, or alternately and equally disruptive, move my hand to hit ESC.
It's just as annoying as Microsoft's help assistant that pops up in any of the Office apps when it "thinks" you need help.
Any way to disable this?