Just to be able mark this question as answered: as the error message says and as dcmst pointed out, your version of TeX Live (2012) won't receive any more updates.
tlmgr is working correctly, it's just warning you that there is no more update server to connect to to perform an upgrade.
If you wish to continue receiving updates, you need to upgrade to TeX Live 2013.
Instructions on how to install TeX Live can be found here, while the list of packages currently installed on your system can also be generated easily.
More specifically, if you want to reinstall exactly the same packages and only them, you should first run, under TL 2012:
tlmgr list --only-installed > installed_texlive_packages.txt
to save the list of installed packages as
installed_texlive_packages.txt, and then under TL 2013 after installing it (assuming you are under a unix system):
cat installed_texlive_packages.txt | while read LINE; do
PACKAGE=$(echo $LINE | cut -d " " -f 2 | cut -d ":" -f 1);
tlmgr install $PACKAGE;