You might have heard that since iOS 9 you are allowed to deploy self-made applications to your physical iOS device, without even participating in Apple's developer program. If you managed to compile and transfer the app to your phone, iOS will probably display the following error message if this is the first time you're deploying an application:

To make this work, you need to trust the developer profile (which is the Apple ID that was used to sign your compiled app) via Settings → General → Profile: