Shortest Error Message
ed, 3 bytes
Note: Most of the answers here are ignoring the trailing newline printed as part of the error message in their count. But I don’t see anything in the question to justify ignoring it, and the author commented that the newline should be included. So unless the question is changed, I’m going to include it.
Code (with trailing newline):
??
Error (with trailing newline):
?
C (modern Linux), 19 bytes
Would've done my famous segfault but totallyhuman stole it.
main(){longjmp(0);}
Output (18 bytes):
Segmentation fault
Python 2, 35 bytes
import sys;sys.tracebacklimit=000;a
Gives error:
NameError: name 'a' is not defined