It's almost certainly trying to step into the printf
function as part of your debugging session (see here for a good answer covering the difference between that and step over, amongst other things(a)).
It's just saying it doesn't have the source code for that function (it's usually part of the C library itself, not something you wrote).
You could possibly find/install the source code but I suspect it's unnecessary - I think you can safely assume that the C library functions work as advertised, so just step over the calls rather than into them.
(a) Based on the documentation, DDD appears to use Step
for step-into and Next
for step-over. It also has Finish
which appears to be step-out-of and an Until
I've not seen elsewhere, which steps until you reach a higher address (so executing entire loops in one go without having to step through every iteration).