diff --git a/src/mcmc/hmc.jl b/src/mcmc/hmc.jl
index 80f702ea4..d8c37115c 100644
--- a/src/mcmc/hmc.jl
+++ b/src/mcmc/hmc.jl
@@ -182,7 +182,7 @@ function DynamicPPL.initialstep(
                 @warn "failed to find valid initial parameters in $(init_attempt_count) tries; consider providing explicit initial parameters using the `initial_params` keyword"
             end
             if init_attempt_count == 1000
-                error("failed to find valid initial parameters in $(init_attempt_count) tries")
+                error("failed to find valid initial parameters in $(init_attempt_count) tries. This may indicate an error with the model or AD backend; please open an issue at https://github.com/TuringLang/Turing.jl/issues")
             end
 
             # NOTE: This will sample in the unconstrained space.