Looks like your installation of the TMP UPM package might be missing the TMP Essential Resources.
When installing the latest release of TextMesh Pro via the Package Manager, the resources required by TMP are not added / imported into your project until first use of TMP. At such time, a window will show up to prompt you to import the TMP Essential Resources and the TMP Examples & Extras (which although option I recommend you import) into your project.
Based on the image you posted, it appears you might now have imported the TMP Essential Resources into your project. You can do so manually by going to the Window menu and selecting…
See the following top sticky thread with additional information about this new version of TMP.