Site Tools shows "You have no active sites. Please log in to your account to create one."
The warning message in question may occur due to a few reasons while navigating from your Client Area to your Site Tools for a specific site.
For example, if you have previously opened Site Tools for a site, then deleted the site in question and tried to further navigate its Site Tools, this could have rendered the warning in question.
In such situations, return to your Client Area -> Websites tab and click the Site Tools link for the desired website again. All Site Tools links for active websites in the Client Area should work normally and you should not see the error message.
You can also create a new website from your Client Area -> Websites -> New website button.