Just started the game a few days ago.
Welcome to the game! Very glad that you are asking questions already on the forums.
Been doing research but how does one build the lumber mill or other production buildings when advisor says the land will not produce because it does not have trees or stones.
So the advisor is suggesting that you should not build those goods buildings, because they are unboosted goods. On the continent map, you will need to conquer provinces, and certain provinces provide a boost to goods. Most players build only the goods buildings that have the boosts on the continent, and then trade down. More advanced players using Recurring quests for their goods needs.
I guess I could fight for land (hoping they have it but I am a benevolent ruler who is more interested in keeping my citizens happy and safe)
You could fight for land, which is much easier, or you can try to negotiate the sectors, but in the meantime you have unboosted goods buildings, which are a waste of space.