This happens when your document is using the standard book or
report class (or one similar), and you’ve got a \section
before your first \chapter.
What happens is, that the class numbers sections as
“‹chapter no›.‹section no›”, and until the first
\chapter has appeared, the chapter number is 0. (If you
use\chapter*, which doesn’t number the chapter it produces, the
problem still arises.)
If you’re doing this, it’s possible that the article class
is for you; try it and see. Otherwise, put a \chapter before
your sections, or do away with section numbering by using
\section* instead. An alternative way of avoiding numbering is
discussed in
“unnumbered sections in the table of contents”.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=zerochap