At the moment, I am setting up an OPM 1.1 system to monitor 2 clusters running Clustered ONTAP 8.2.1. Adding the clusters was easy, but after the initial 15 minute discovery, every volume on the cluster had the message "Performance Manager is unable to add this volume to the default policy group." Therefore, no performance data was monitored. None of the possible reasons given made any sense, there were no SVM, LUN or File objects in existing policy groups. In fact, there were no policy groups at all on these 2 clusters.
I worked around it by creating a policy group on every SVM with an unlimited workload, and adding all volumes of that SVM to the new policy group. Now OPM can monitor the volumes just fine, but the question remains why all volumes were not automatically added to the "default policy group" as they were supposed to. The "default policy group", by the way, appears to be invisible to the regular administrator... "qos policy-group show" only returns my own created policy groups.
I got this message too with Performance Manager 1.1GA. But it turned out that all I needed to do was to wait a bit longer - after about half an hour, PM seemed to have sorted out the policy groups. I had it pointed against two clusters with several hundred volumes and LUNs each, so I think it just needed some time to do its thing.
Btw I think you can see the Performance Manager policy groups with the command "qos policy-group show -class system-defined". There is a policy group in there called "_Performance_Monitor_volumes", and I figure that that's it.