No available windows

You may have to reinstall the macOS to restore whatever was broken, in process

of removing system & dock icons. ~ Also there are processes to follow to change

a system default; some stuff is best left alone/ignored, when it's system-owned.

• How to reinstall macOS from macOS recovery - Apple Support

https://support.apple.com/en-us/HT204904

There was fairly recent (Jan 28 2020) Combo Update Catalina 10.15.3

• Download macOS Catalina 10.15.3 Combo Update (4.59 GB)

https://support.apple.com/kb/DL2030?locale=en_US

This says it updates all Catalina 10.15 versions, to 10.15.13; its larger file.

Should be final; may've had seen minor tweaks since its release Jan 28.

Smaller 'Delta' Download macOS Catalina 10.15.3 Update (2.99 GB) exists

Cannot help wonder if Catalina's needed items were deleted, or not installed..

I've no Catalina versions in Macs here; only High Sierra 10.13.6+Mojave 10.14.6.

This is normal when you invoke Mission Control while there are NO Open application/windows (function key F3)

 What version of MacOS is your MacBook Pro running? Is the message random, or does it appear at specific times?

Good call, since I don't use Mission Control..!🌻☃️

Great work, keep it up! :)