It means you are applying for your first auto loan, and they want you to have prior experience.
Or, perhaps, that you have had an auto loan in the distant past (>10 years ago) and it no longer appears on your reports.
In either case, the lender is denying you because they want to see that you have experience with auto lending before cutting you the loan.
This is often used for first-time buyers with very thin files, or perhaps the loan amount is much larger than any credit/loan you have handled before. In any case, they are using your inexperience with a loan of this type and/or size to deny you now.
You may have success with another lender, especially captive lenders like Ally or Hyundai Finance or Nissan Acceptance, or you may need to get a cosigner who does have auto lending history to get approved.
Luckily, it is not a "too many derogatory accounts" or "too many accounts in collection" or any of those things, which are much harder to overcome.
