Hi Kevin, welcome to QGIS! Hope it becomes a long and fun journey.
The error message pretty much says "nope, we can't clip tile server data with a polygon, needs to be a local file".
QGIS has another method for masking out parts of layers, assuming that was your aim. With the polygon you made, head to the layer styling panel and click where it says "single symbol". In the drop down list that pops up, choose "Inverted polygon". This fills everything *outside* your polygon, making a neat mask for an underlying layer.
You can also export a map view as a geotiff (project -> import/export -> export map as image), then load the exported image, and then clip it as normal.
Personally for XYZ tile / other web map datasets, I'd generally use the inverted polygon masking method...
HTH
Adam
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