Hello,
I just wanted you to remove the value of the "Zone" option of your UPS shipping method warehouse, not to totally remove the warehouse of your UPS shipping method. So as it's said on the error message, you'll have to set a warehouse for your UPS shipping method without any "Zone" option through the "Warehouse" tab.
"On each product I click the field for warehouse were it currently says "none X" and then a small window pops up but i can't type in it
Also, note that in your case, you won't need to add any warehouse on your products. UPS warehouses are different than Hikashop warehouses, so all you need to do for the moment is to properly configure your UPS shipping method, and to add weight and dimensions to your products.