The "Footer menu" page is a standard page, but this page doesn't need to be displayed on the frontend of your website, because it's only a place holder for the footer menu. Therefore, you need to make sure that this page won't appear in the main menu of your website. To do this, you need to edit the "Footer menu" page, click on the "Access" tab and check the "Hide in menus" checkbox:
Please note: in recent versions of TYPO3, this option is called "Page enabled in menus". So you have to uncheck this option for the footer menu page.
Don't forget to save your changes by clicking one of the save icons (6.x) or save button (7) on top of the editing window.