Some time while saving data from admin panel in joomla, error message occurs which says check-out failed. What this error means ? When will this error occurs ?

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The error you mention means that another user is editing the item (usually article or module), or has left the item without closing properly (usually by clicking the Back button in the browser, or simply closing the browser window without clicking Save, Save & Close or Close).

The complete error message is:

Error Check-out failed with the following error: The user checking out does not match the user who checked out the item.

You are not permitted to use that link to directly access that page (#196).

#196 is replaced with the ID of the item.

If you take a look at the article manager, you might see a padlock before the title of some of your articles:

Joomla article manager padlock

This means the article is locked to the user displayed in the tooltip. If you are a superuser, (and are sure no-one is editing the article at the moment) you can force access to the article by clicking the padlock, or by selecting one or more articles and clicking Check-In in the toolbar.

If there are many padlocks, you can find "Global Check-In" in the "System" menu:

Global Check-In

Here you'll be able to Check-In (remove the padlock) for all items with one click.

For more details, take a look at this answer by @FFrewin.

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