TL;DR: When you create an Xcode project for a Cocoa Application, Game, or Command Line tool, a default main (depending on language) is created for you. That should provide you a starting point for your code. Somehow, that main file is deleted or removed from the project compile sources list in your project.
Are you building a Command Line tool, or a Cocoa application? What language are you trying to use (Swift, Objective-C, Objective-C++, C, C++)?
If you are building a command line application, you have to provide a main() subroutine/function if you are starting out in C/C++/Objective-C/Objective-C++. If you are using Swift, no need for a main. Based on your error, it would seem you are trying to use C/C++/Objective-C/Objective-C++. In the template that Xcode uses to create a command line application, depending on the language you choose when you create the project, a main.c/main.cpp/main.m/main.mm/main.swift file should have been created. If you've deleted that, then you have to provide a source file with a main() function defined.
If you are writing a Cocoa application, depending on the language, a main.m file should have been created, which contains the invocation of the NSApplication class that creates the Cocoa application objects, initializes the application, and enters into the main runloop. If you are trying to create a Swift-based application, an AppDelegate.swift file should have been created that provides a skeleton application delegate. Now, there are ways by which you can build the main program for Cocoa applications, but, that requires more detailed knowledge of how the Cocoa frameworks work, both Objective-C and Swift.
If you created an Empty Project, you have to provide the source code for the main program.