My sensors Arduino connection via USB to Rpi / Ethernet Shield in Home Assistant help needed

[PL_Rekin]

Hi guys. I am beginner at Mysensors but I really enjoy this IoT idea. I would like to connect my Arduino with Mysensors sketch nto Home Assistant in Raspberry Pi. In Home Assistant there is a connection method done (I just need to add some code into my configuration.yaml file - https://www.home-assistant.io/components/mysensors).
Long story short... I have one relay for test and I try to use some sketchet. Unfortunately I cannto use any sketch, After connecting to Rpi it throws 2 warnings:
Not a valid message: not enough values to unpack (expected 5, got 0)
Error decoding message from gateway, bad data received: 8943007 TSF:TDI:TSL

And I have no sensors. What should I do? Maybe I need to create a serial gateway before connecting to USB? Please help I am totally noob in this subject.

P.S I didn't connect nothing to Arduino (no radion, just relay). Should I buy and use NRF24L01 or any other radio? Is this neccessary connecting via USB / Ethernet shield?