Lots of possible causes.. When it happens to me its usually because i have selected the wrong paper feeder in the print options. It reverts to rear tray each time, even though i need to feed from the manual tray. Two different sources, confusing nominclature.
Both feeders are in the rear - try switching to the other one if you're getting out of paper message. Manual feeder is way in the back and has a small upright paper support. For auto (main feeder), you lift a panel on the top rear of printer - it has a wide paper support and is above & in front of the manual feeder.