Unless you do kernel debugging, you do not need ntdll.dll, kernel32.dll, etc symbol information. The absent symbols are the reason that you get the warning (not the error) - "Cannot find or open the PDB file".
You can get debugging symbols for most of these DLLs by going to
Tools->Options->Debugging->Symbols. Here check
Microsoft Symbol Server and in the
Cache symbols enter a path to an empty directory where you want to cache these symbols. Symbols will be downloaded to directory chosen (takes some time). Note, that usually you don't need these symbols loaded. But, in my opinion, you should have symbols on your machine in case you will need them for debugging, or to analyze crash dump.
- This is corresponding MSDN source:
How to: Use a Symbol Server[^]
- And, this is what you should know for
Debugging with symbols[^]