The error messages generated by the Stellar Data Recovery Professional software while you press the Recover button are just precautionary messages. They don't mean any harm to your files or the data recovery process, as the software does not allow overwriting to the existing data. There are two possible scenarios for this issue.
Case 1: "Source and destination volume are same"
The software displays this message when you try to save the data recovered from a volume to the same volume. For instance, in the screenshot shown below, Macintosh HD was scanned for deleted files & the same location was chosen to save the recoverable files. Hence, the aforementioned message appeared.
Resolution: To overcome this message, always choose a different volume or an external storage drive to save the recoverable files.
Case 2: "The destination you have chosen is on the same source drive as source"
This message only warns that the volume scanned for deleted files and another volume chosen to save recovered files lies on the same storage drive. 
Resolution: You can simply click the "Proceed Anyway" button to ignore this message; this is because the volumes are different and there is no fear of overwriting. Or else choose an external storage drive to save the recoverable files.
Important Tip: Always ensure that the external storage drive is larger than the source drive to save your recoverable data. In case you don't have any external data storage device, then choose a different volume with sufficient free space to save the recovered files.
