It indicates the combination is unsupported. The CPUs must have matching specifications. If there is a difference between the CPUs in required specifications then the combination will be unsupported. This can be due to an unsupported CPU model combination or a faulty CPU.
If one of the CPUs is experiencing issues then it may not be coming fully online. If the CPUs are of the same model then I suggest testing them one at a time in slot 1 to verify they are both functional. There are troubleshooting guides and other information in the documentation on the system support page.
Dell EMC, Enterprise Engineer
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Yes. CPU slot 1 must be populated, but BOTH of the CPU's should work in that slot. If both work there, then put a second CPU in slot 2. If it fails with slot 2 populated, then the slot may be bad.