To be clear, when I encountered this error message, it was because my data field was a time stamp.
I verified this by changing my query to SELECT created_at FROM ...
which caused the error. I also verified this by changing the query not to include the column names that were timestamps, then I had no errors.
Note too, that the error message counts columns starting from 0 (instead of 1 as R does)
IMHO, the answer is you aren't doing anything wrong, but it's something that needs to be fixed in RMySQL.
The workaround is after you read in your data, you need to call one of the several possible character to datetime conversion functions. (Which one depends on what you want to do with the time stamp exactly.)