Compile error: label not defined - vba

Question

I have a code that looks for something from the master sheet in column D such as "1x Daily" or "2x Month" (as well as others). If the cell matches a Sheet name, it gets pasted into that sheet. The problem is each row from the Master sheet is unique and therefore cannot be repeated on each sheet. Every time I run the code, it adds the rows again, so I end up with something like this
Coubourn, Stephen|A|201|Q4hours
Eudy, Donna |A|202|Q4hours
Potts, Betty |A|203|Q4hours
Coubourn, Stephen|A|201|Q4hours
Eudy, Donna |A|202|Q4hours
Potts, Betty |A|203|Q4hours
Coubourn, Stephen|A|201|Q4hours
Eudy, Donna |A|202|Q4hours
Potts, Betty |A|203|Q4hours
Below is what I have so far for this code I am trying to make, however, it isnt working. Im receiving the error message "Compile error, label not defined" on the line that says "On Error GoTo SetFirst"
Dim cell As Range
Dim cmt As Comment
Dim bolFound As Boolean
Dim sheetNames() As String
Dim lngItem As Long, lngLastRow As Long
Dim sht As Worksheet, shtMaster As Worksheet
Dim MatchRow As Variant
Set shtMaster = ThisWorkbook.Worksheets("Master Vitals Data")
ReDim sheetNames(0)
For Each sht In ThisWorkbook.Worksheets
If sht.Name <> shtMaster.Name Then
sheetNames(UBound(sheetNames)) = sht.Name
ReDim Preserve sheetNames(UBound(sheetNames) + 1)
End If
Next sht
ReDim Preserve sheetNames(UBound(sheetNames) - 1)
For Each cell In shtMaster.Range("D1:D" & shtMaster.Cells(shtMaster.Rows.Count, "D").End(xlUp).Row)
bolFound = False
MatchRow = Application.Match(cell.Offset(, -3).Value, sht.Range("A:A"), 0)
If Not IsError(MatchRow) Then
shtMaster.Rows(cell.Row).EntireRow.Copy Destination:=sht.Cells(MatchRow, 1)
Else
On Error GoTo SetFirst
lngLastRow = sht.Cells.Find("*", SearchOrder:=xlByRows, SearchDirection:=xlPrevious).Row + 1
On Error GoTo 0
shtMaster.Rows(cell.Row).EntireRow.Copy Destination:=sht.Cells(lngLastRow, 1)
End If
If bolFound = False Then
For Each cmt In shtMaster.Comments
If cmt.Parent.Address = cell.Address Then cmt.Delete
Next cmt
cell.AddComment "no sheet found for this row"
ActiveSheet.EnableCalculation = False
ActiveSheet.EnableCalculation = True
End If
Set sht = Nothing
Next
End Sub

Answer 1

On Error GoTo SetFirst
This instruction tells the VBA runtime, in case of an error, to jump straight to the SetFirst subroutine to handle the error.
When you compile the code, VBA sees that there's a conditional jump to that SetFirst label, but there's no such label to jump to, so VBA can't resolve SetFirst and compilation fails.
Not sure what your intent is, but things would typically look something like this:
Exit Sub
SetFirst: '<<<<<<<< that's your line label
Debug.Print "Error " & Err.Number & ": " & Err.Description
Err.Clear
'comment-out or remove before distributing:
Stop
Resume 'step through (F8) here to jump back to error-causing instruction
End Sub
Line labels / subroutines are locally scoped, meaning you can't GoTo-jump to a line label that's located in another procedure. If you have SetFirst in another procedure and intend to jump there in case of an error, you have some serious spaghettification in process.