Module could not be loaded.
A problem occurred during dlopen()ing a loadable module (e.g. an input or output plugin).
Most common causes for this are that the module either does not exist or has incorrect permission settings. Permission problems are less likely if rsyslogd runs as root, what it does by default.
Note that most packages only distribute a very limited set of plugins via the core rsyslog package. To use enhanced functionality (like the file input, database or mail outputs and many more), you need to install additional packages (there names are distro-specific, so they can not be given here).
When building from source, check the ./configure output on which modules are built. A summary is given at the end of the configure run. Use "./configure -help" to see which options enable which modules.