It's a Pinterest requirement that all of their Official Partners (like Tailwind), have a source URL included with any Pins scheduled and published. If no source URL is provided, Pinterest's API will reject the Pin and it will fail. This is why you'll receive an error when a Pin doesn't include one.
While you can upload an image directly to Pinterest without a source URL, it is a best practice to include a relevant link with all of your Pins and is a requirement of Pinterest partners that all do.
This is why you need to provide a source URL when scheduling, even your own content. If the content isn't directly promoting anything in particular (eg: a blog post), you could set the source URL as your own website or similar, so long as it's related and something a user clicking the Pin wouldn't be surprised to be taken to.
Helpful Tip: To see how to set the source URL on a Scheduled Pin, check out our Knowledge Base article: How do I change the Source URL on a Scheduled Pin?
There are a few source URL's that won't work though - such as any which point back to a Pinterest domain, or any links to spammy or inappropriate content as deemed by Pinterest.
Providing a source URL relevant to the content you're pinning is a key part of maximizing its potential reach - so we do recommend it in addition to requiring it.
If you are scheduling and pinning using the Tailwind browser extension, we will automatically detect and include the source URL for you! However, if you are having troubles with a source URL coming through when using the extension, check out this article on our Knowledge Base: Why are my Draft Pins missing Source URLs?