Hi Jagadeshwar,
hope you might have maintained the Legal Control settings as 'Every Product is relevant for Check'.
if you maintained as said above, then Sales Documents created using new material(which are not classified) will be blocked. To mitigate this issue as suggested by Kul Vaibhav, you can either activate/Check the 'No Control' , in Legal Control Tab of the Product Master Data ,then system will ignore the Legal Control check for that particular Material.
Thanks,
Srinivas Yellampalli