Hello,
Are you using the current release of MSigDB - v7.5.1? There was an error in the preparation of v7.5 that resulted in a duplicate set which caused us to release the corrected 7.5.1 version.
Another possible cause of this error could be selecting both a parent collection, and one of its children - such as both c2.all.v7.5.1 and c2.cp.reactome.v7.5.1
If you're providing our own gene sets and not ones you've retrieved from MSigDB/the built-in options, I'd suggest opening the gmx/gmt files in a plain text editor and ensuring that none of the set names are duplicated.
If it isn't any of these issues, sending a screenshot of your Run GSEAPreranked window might help us in determining what could be going wrong here.
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego