Thanks for your reply. Although the problem was not same, you gave me a hint. Now, I do not have the message.
Following what I did.
The message I had has "copy" at the end, while yours "default" or "hw:0".
Removing /usr/share/alsa/alsa.conf file gives me same error with alsamexer. -> So, situation is different.
I did not see any "copy" in udev files.
I checked ~/.asoundrc which looks like
which has "copy" in it.
I simply removed .asoundrc hoping it is made if necessay by whatever application.
BINGO!! That message is gone. So far, Skype and alsamixer both work.