It seems like you are trying to call the chat window page directly, this is not allowed.
You need to create a custom chat window page as per the instructions in the Live Agent Developer guide, once you have created that page, go to:
Setup > Live Agent > Chat Buttons > Yourbutton (Edit) > Custom Chat Page (Select your new page here) > Save
Then launch the start as usual using the button code.
Sample Page:
<apex:page showHeader="false">
<style>
body { overflow: hidden; width: 100%; height: 100%; padding: 0; margin: 0 }
#waitingMessage { height: 100%; width: 100%; vertical-align: middle; text-align: center; display: none; }
#liveAgentClientChat.liveAgentStateWaiting #waitingMessage { display: table; }
#liveAgentSaveButton, #liveAgentEndButton { z-index: 2; }
.liveAgentChatInput {
height: 25px;
border-width: 1px;
border-style: solid;
border-color: #000;
padding: 2px 0 2px 4px;
background: #fff;
display: block;
width: 99%;
}
.liveAgentSendButton {
display: block;
width: 60px;
height: 31px;
padding: 0 0 3px;
position: absolute;
top: 0;
right: -67px;
}
#liveAgentChatLog {
width: auto;
height: auto;
top: 0px;
position: absolute;
overflow-y: auto;
left: 0;
right: 0;
bottom: 0;
}
</style>
<div style="top: 0; left: 0; right: 0; bottom: 0; position: absolute;">
<liveAgent:clientchat >
<liveAgent:clientChatSaveButton label="Save Chat" />
<liveAgent:clientChatEndButton label="End Chat" />
<div style="top: 25px; left: 5px; right: 5px; bottom: 5px; position: absolute; z-index: 0;">
<liveAgent:clientChatAlertMessage />
<liveAgent:clientChatStatusMessage />
<table id="waitingMessage" cellpadding="0" cellspacing="0">
<tr>
<td>Please wait while you are connected to an available agent.</td>
</tr>
</table>
<div style="top: 0; right: 0; bottom: 41px; left: 0; padding: 0; position: absolute; word-wrap: break-word; z-index: 0;">
<liveAgent:clientChatLog />
</div>
<div style="position: absolute; height: auto; right: 0; bottom: 0; left: 0; margin-right: 67px;">
<liveagent:clientChatInput /><liveAgent:clientChatSendButton label="Send"/>
</div>
</div>
</liveAgent:clientchat>
</div>
</apex:page>