This is the same issue as described in Track Not Available.
Old Spotify bug it seems. Cannot use it on Windows 7 anymore?!
It's not cool that this is happening. Let us know if it occurs in more than one device. If possible, send us a screenshot and the type of device, operating system and Spotify version you're using.
Also, if you haven't tried it before, a clean reinstall with these steps could help.
Keep us posted!