There’s a couple of reasons why you might be getting this message:
1. Incorrect wiring: double check all the wirings. Because the sensor package has four pins but only 3 are used, often people wire up the wrong pins.
2. Faulty sensor. I don’t see this often, but it happens, especially for the cheaper versions. If you have a spare, try that.
Also, to simplify your testing, output the sensor data to the serial monitor instead of the LCD, just so that you don’t have to worry about the LCD screen not working (in your case it seems like the screen is working fine though).