The error message you received is not unusual for tickets booked through travel agents. I think you can only get your eticket through Manage my Booking if you booked with BA. In that sense nothing to worry about.

However, it is always good advice to be sure you have an eticket number and are all set to fly. I always check my reservation at the classic checkmytrip site: https://classic.checkmytrip.com/plne...NS&LANGUAGE=GB

If it shows an eticket number here you are good to go.