When you enter a 1099-R, the payer's name is the name that is used in the rest of TurboTax to identify a unique 1099-R.
In this case, I assume that you are in the federal review and that you are being asked for the payer's city for a 1099-R - but there is no name for the payer to identify the 1099-R.
One possibility is that you accidentally created a 1099-R when you started it, but left the screen without finishing. TurboTax adds the 1099-R when you click "+Add a 1099-R", even if you don't fill in anything.
In this case, navigate to the screen that lists all 1099-Rs and look for one that has no name (probably called "untitled"). Go to Federal->Wages & Income->Retirement Plans and Social Security and click on "IRA, 401(k), Pension Plan Withdrawals (1099-R)". Delete a 1099-R as necessary.
If you don't see any untitled or unknown 1099-Rs, then open each 1099-R to see which one that you did not enter a city for.