I don't know where you are with this but I do hope you have a good backup of all your data, you might well need it.
Normally when you get such a message the first thing to do is check you have everything backed up. Then power off the unit and remove the failed drive. Replace it with a new one if you have it to hand and power on again and the RAID array will rebuild if it is set to auto rebuild.
If you don't have a replacement drive to hand leave the slot empty when you power the unit on again (you can continue using the unit and adding data in this state and it will be added to the new drive when the array is rebuilt).
What you have done by powering on with the old drive still in place is to possibly lose some of you data because the rebuilding tries to make the drives the same and if it can't write to parts of the old disk it may delete parts of the good disk to make them equal, hence my first statement about a good current backup.