Dialog box is open

I am getting a message saying;

"A dialog box is open. Close it and try again."

This happens when I try and create a new mail message. However there is no dialog box open.

How can I find this dialog box and get rid of the error?

This can happen when there is no user information specified for your version of Office. To resolve, you must fill in the user information.

Outlook 2010 and Outlook 2013
File-> Options-> General-> section: Personalize your copy of Microsoft Office

Outlook 2007
Tools-> Options...-> tab Mail Format-> button Editor Options...-> tab Popular-> section: Personalize your copy of Microsoft Office

Outlook 2003 and previous
You'll have to do this via Word
Tools-> Options...-> tab User Information

Issue returns even after setting user information

If the issue still persists afterwards, you can use ALT+TAB to cycle through any open windows. There might be one coming from Outlook or an add-in which you have installed that is requesting you to enter some information.

Completely restarting Outlook or even your computer could permanently solve this as well.