I doubt that some of the order are in draft (New) state. That is why this error has arised.

Either delete those draft records or make payment for them. Then it will work.

Hi

When close pos session all order of that will be in 'paid' or 'invioced'. One of your order in 'new' or other state thats why this Erros is comming. See folloing code: 

    def _confirm_orders(self, cr, uid, ids, context=None):
        wf_service = netsvc.LocalService("workflow")

        for session in self.browse(cr, uid, ids, context=context):
            local_context = dict(context or {}, force_company=session.config_id.journal_id.company_id.id)
            order_ids = [order.id for order in session.order_ids if order.state == 'paid']

            move_id = self.pool.get('account.move').create(cr, uid, {'ref' : session.name, 'journal_id' : session.config_id.journal_id.id, }, context=local_context)

            self.pool.get('pos.order')._create_account_move_line(cr, uid, order_ids, session, move_id, context=local_context)

            for order in session.order_ids:
                if order.state not in ('paid', 'invoiced'):
                    raise osv.except_osv(
                        _('Error!'),
                        _("You cannot confirm all orders of this session, because they have not the 'paid' status"))
                else:
                    wf_service.trg_validate(uid, 'pos.order', order.id, 'done', cr)

        return True