Shortest Error Message
ed, 3 bytes

Note: Most of the answers here are ignoring the trailing newline printed as part of the error message in their count.  But I don’t see anything in the question to justify ignoring it, and the author commented that the newline should be included.  So unless the question is changed, I’m going to include it.

Code (with trailing newline):

??



Error (with trailing newline):

?