Typically a modern bios will look for the possible boot devices. If you have an sd card plugged in, a usb drive plugged in or anything at all plugged in remove them all. It may be trying to boot from an incompatible device. This is only one of several possibilities.
Saved me asking this same question so I'll piggyback here if acceptable. This system is an HP Slim Desktop 260-a010, Windows 10. The message in the blue window is exactly as stated by the OP. I have gone into the bios and I can see the Toshiba HD but it isn't listed in the boot order window. I see no way to get it there. I have run the system diagnostics on the HDD and both quick and extended pass the drive. I removed the drive from the case and put it in a dock on my computer and it shows all the normal listed items on the drive. I used Casper software to create a bootable backup on a USB drive since that is listed in the boot order and it still wouldn't boot the machine so I'm not sure where to go from here. Any suggestions would be appreciated.
EDIT: It appears I didn't do a bootable backup so will attempt again. Thanks.