You didn't say which server you're experiencing this issue. The only reason I can think you'd be seeing this error message would be if you have a script which is sending the /join string as if it's a server command, when actually the / prefix is a way of invoking an mirc alias in the editbox. JOIN is a valid server command, but it doesn't know what /join means. However using the / prefix executes an mirc command named /join which sends the necessary command to the server which tells it to join you to a channel.
It's possible you erroneously have a script or a join-on-connect command that contains something like:
raw /join #channelname