That's really strange ... I do see several of those entries ...
Jul 2 19:13:46 dnsmasq[9693]: failed to load names from /etc/pihole/local.list: No such file or directory
Jul 2 19:13:46 dnsmasq[9693]: failed to load names from /etc/pihole/black.list: No such file or directory
Jul 2 19:13:46 dnsmasq[9693]: failed to load names from /etc/pihole/gravity.list: No such file or directory
and then, 10 seconds later:
Jul 2 19:13:56 dnsmasq[9693]: failed to load names from /etc/pihole/black.list: No such file or directory
Jul 2 19:13:56 dnsmasq[9693]: read /etc/pihole/gravity.list - 114932 addresses
If there is no blacklist (and has never been), this file will not exist and this message just says that. There is nothing wrong.
To the second post:
After a fresh install, phole-FTL may already start up before pihole -g finishes. In this case none of the lists exist. Once the initial run of pihole -g finishes, it reloads the lists and you see only the one remaining message that there is no black list file.
TL;DR: No error to be seen here. Everything is fine.