The message suggesting the player is facing (a non-existent) Poké Ball. Image courtesy of Robert Maehl
The stolen Poké Ball glitch or invisible Poké Ball glitch is a natural glitch in Pokémon X and Y.
During one of the Looker Bureau missions (specifically chapter 6), interacting from a table in the secret lab of Lysandre's Labs from the right side, or while facing the table while sitting down, will display "It's someone's Poké Ball" even though there is no Poké Ball there.
This glitch is not possible to perform after the chapter has finished.