Nope. It is all fine.
means that the domain name of the domain name server was not returned. Likely because one does not exist.
means that the domain name server queried does not hold the SOA record (statement of authority) for the domain name. This is normal since often systems are not querying the domain authority for any domain name. This is just a warning that the results returned could be a cached result even if they are not. An SOA record would only be for the authority of the domain name which is often the registrar but not always.
Two warnings. While it is fine to run a DNS server and often people do as part of their internal network, it is not wise to try and be the domain name authority. It is also not wise to run a DNS server that is externally accessible. This is a security risk if you do not know what you are doing. DNS and FTP can be used for reflection attacks. As well, any DNS server (or FTP for that matter) should not be on a web server generally. If you are just playing around- fine. Then it is okay. But if you decide to make the server public at any level, then make sure that these services are disabled before doing so.