but I am getting a warning after running
[..]
[ INFO] [1425787153.513333929]: Device "1d27/0601@3/2" with serial number "1305230087" connected
Warning: USB events thread - failed to set priority. This might cause loss of data...
This is really just a warning: it just tells you that because the priority of the thread could not be changed, data might be lost (as the USB thread could potentially be starved by other threads).
The line above the warning tells you that things are actually working: it found your xtion and has connected.
there is a Global Status:error saying Fixed Frame [map] does not exist in rviz.
This is actually an error, but it just tells you that RViz is looking for a TF coordinate frame called map (and it cannot find it). It needs this to be able to visualise incoming data: without proper transforms, RViz cannot place sensor data at its proper location in 3D (or 6D) space. Since you are not publishing a map frame (and that is the default that RViz will look for, if not configured for something else), it displays that error to you. You will also not see anything in RViz, until that error is fixed.
Do I need to make some initial setting to the rviz [..]?
Yes: you'll have to set Fixed Frame to some frame that does exist. For most cameras in ROS, a frame called camera_link, camera_base_link or camera_(rgb|depth)_optical_frame will exist (as the driver publishes frames in it, or a urdf provides the frame). Changing to that should allow you to visualise your point clouds (after adding a PointCloud2 display).
Edit:
I understand why the error has occurred but can you please explain how to set the fixed frame. I tried to set the frame by topic camera/depth/image but I am still getting a blank screen and a yellow exclamation mark before the camera option in the rviz console for no images received.
The frame is not an 'rgb frame' or a 'depth image frame', but a TF coordinate frame. To see which coordinate frames are being published, click on the dropdown arrow next to the Fixed Frame input field. If the dropdown is empty, there are no TF frames being published.
In that case, you can probably use a static_transform_publisher for now, until you get your TF tree properly setup. Then set the Fixed Frame to the frame you are providing.
Edit2:
I am still getting a blank screen and a yellow exclamation mark before the camera option in the rviz console for no images received
Are you trying to visualise the RGB stream from the camera, or the point cloud? If the former, than you don't really need TF. A simple Image display should do. If the latter, you do need TF, as RViz needs to transform the points in the cloud into its 3D visualisation.
