You'll be able to see the names of the students who are not assigned to any team and section. If you think these student accounts (like your own student-account) shoulddn't be in a team, then go ahead and publish.
You'll be taken to the STUDENTS tab of your course.
Find the "Unassigned Students" table in the students list.
"Organise students" will allow you to make changes to the student's team assignments.
Clicking this button will also allow you to :
add new teams in a section
create a new section
rename team and section
view student details, etc.
Click on the student, drag it to a team and drop it there.
Now that all students have been assigned to their respective section and teams, click the "Update" button to save your changes.
***NOTE
You can leave student accounts (For example, your own student account) as unassigned. You'll still be able to publish your activity.
You can go back to the activity and "Continue Setup" and publish the activity.