This error happened to me whenever I tried to run Tmux as a non-root user. Most likely if this is happening to you, you’re using Linode VPS like I am or have a similar setup.

The answer is that devpts is missing. Trying running the following as a non-root user, and Tmux should work:

sudo mount devpts /dev/pts -t devpts

What is devpts?

You probably don’t want to run this command every time (or give your users access to sudo.)
Add this to your /etc/fstab and you can continue with your tmux screen splitting.

tmpfs /dev/shm tmpfs defaults 0 0 
devpts /dev/pts devpts gid=5,mode=620 0 0 
sysfs /sys sysfs defaults 0 0