Please follow the steps in this article to load paper into your cassette and the cassette into your SELPHY CP1200:
If the issue persists, please provide the following:
Are you printing from a mobile device or a computer?
If a mobile device, is it Android or iOS ? Are you printing with the Canon PRINT Inkjet/SELPHY app?
If you are using a computer, are you using Windows? or Mac? What version of Windows or Mac is installed?
What program on your computer are you using to print your images?