Check Heading Ref message

[Luger]

Does anyone know why am i getting the message "Check Heading Ref" while flying the HotStart Challenger 650.  I've tried to sync the heading bug with no luck.  Did I forget something on the setup?  When I departed the message was not ON.  Then about two hours into the flight I got the message on the CDU, and I don't know why.  Any assistance would be greatly appreciated.

[Pils]

I think it’s saying you’re in magnetic heading reference when you should be in true (north), or vice versa. Are you flying in polar regions?