What do mean by this statement a rolling stone has no mass?

This is not a true statement. A rolling stone indeed has mass. Mass is a fundamental property of matter and is a measure of its inertia. According to Newton's first law of motion, an object at rest will remain at rest, and an object in motion will remain in motion at a constant velocity in a straight line unless acted on by an external force. This means that the rolling stone has mass, as it is in motion.