I dunno what you are trying to achieve with your blueprint. The error means that the Variable ‘Midi Device’ has nothing inside of it, so the blueprint cannot Bind Event to OnMidiEvent.
The way I read Midi, is that I attach a Midi component to my blueprint actor, and then load a file to it, either a midi UASSET, or a midi file directly from the disk in .mid format.
I am using a slightly old version of the midi plugin. From 4.14, so it might differ from yours.