So is this error caused by the fact, that I´ve chosen "pruned" mode when I have initiated the blockchain synchronization??
What shoud I do now? Do I have to initiate blockchain synchronization once again and don´t chose the "pruned" mode this time?
Yes.
Rescan makes Bitcoin Core go back through all the blocks and hunt for transactions that relate to your wallet... logically, if you no longer have those blocks stored on the disk, then you can't "rescan" them without redownloading.
Your options are:
1. Disabled "Pruning", resync and store all the 350+Gigs on your disk.
- This will mean that should you need to rescan in the future, you've already got the blockchain stored so it doesn't need to be downloaded again... however it means you need to permanently store the full blockchain.
or
2. Leave "Pruning" enabled, and simply "reindex" your node.
- This will still need to redownload the full 350+Gigs of blockchain, so each block can be scanned for transaction relating to your wallet... but it will discard the blocks after they've been verified/scanned (after the pruning size limit is reached) and you'll only need to store up to the "prune limit" worth of the most recent blocks. So, you don't need as much storage space, however if you need to "rescan" again in the future, you'll need to redownload the full blockchain again.
TLDR; which is more important to you? Only needing to download the blocks once and being able to rescan at will... or not using up large amounts of storage space but having to redownload the full blockchain if you ever need to rescan/reindex again?