When trying to use netrw (:E), you may get this message. This is most likely because the swap/temporary directory has been changed from the default and does not exist.
If your .vimrc file contained this:
" keep from polluting your folders with .swp (swap) files during editing
if has("unix")
set dir=~/tmp
elseif has("win32")
set dir=c:\\temp
endif
…you would need to make sure that ~/tmp exists. This same problem would also cause “Unable to open swap file …” errors when trying to edit any file.