Lightning components require My Domain. Please contact your system administrator for more information.

Problem : When you run the lightning app,sometimes you get the above message.

Solution :
Step 1: Check whether "My domain" in Domain Management section is created or not.If not create my domain first.

Step 2: Go to Setup --> Domain Management --> My Domain --> click on "Deploy to users" button.You will the get the alert message like this

click "Ok".
step 3:Now run the lightning app.
Enjoy...