That's referred to as a "dangling dimension", meaning it's lost its reference to the model. Either it was referencing something that's no longer there, or something that's moved, or maybe your computer just hiccuped. If it had referenced a feature that was deleted then you'll obviously need to click on the dimension and delete it. If its reference just moved, you should be able to re-attach it. Click on the dimension to highlight it. There should be a small red box at the end of an extension line.
You should be able to click on it and drag it to the new reference. If you can't get it to re-attach, which sometimes happens, just delete the dimension and use the Smart Dimension tool to insert a new one. Occasionally a dangling dimension will appear to not be selectable (it won't turn blue when you click on it), but when that happens I've always been able to click on it anyway and delete it with the Delete key on my keyboard. I've also run into a situation a time or two when a dimension would turn that color and appear to have lost it's references, but would be all blue when I clicked on it instead of having the red box. This seems to happen mostly when copying and pasting sheets from one drawing to another. When that happens you can still click on the box at the end of the extension line and re-attach it.
(2019-08-22 Edit: If you created the dimension by right-clicking on an edge and choosing "Select Midpoint" from the drop-down, I've never found a way to re-attach it. If you know of one please share it.)
While I'm on the subject, notes and balloons (and other annotations) will sometimes lose their reference also and turn that same color. When that happens just click the end of the leader and re-attach it. The leader may still look like it's attached, but grab it and move it just a little bit. That should fix it.
There's a setting you can choose that will automatically hide these annotations, but I keep it turned off. If there's a problem with an annotation I want to know about it. If it just goes "poof" I very likely might not notice.
2019-11-04 Edit: That default color for lost references can be overlooked, so I changed mine. It's much less likely to be overlooked now.