What it means
The wallet reported back to the dapp that the signing prompt was declined. If you pressed reject, that is the whole story. If you never saw a prompt, the popup was blocked, opened behind the window, or timed out.
How to fix it
Retry the action and look for the wallet popup, including behind the browser window and in the extension icon. On mobile, switch to the wallet app to find the pending request. Nothing was signed and nothing was spent.