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This rule raises an issue when the object returned by __iter__ is not a valid iterator.
Why is this an issue?
An iterable object is an object capable of returning its members one at a time.
To do so, it must define an __iter__ method that returns an iterator.
The iterator protocol specifies that, in order to be a valid iterator,
an object must define a __next__ and an __iter__ method (because iterators are also iterable).
Defining an __iter__ method that returns anything else than an iterator will raise a TypeError as soon as the iteration
begins.
Note that generators and generator expressions have both __next__ and
__iter__ methods generated automatically.
How to fix it
Make sure that the __iter__ method returns a valid iterator.
Code examples
Noncompliant code example
class MyIterable:
    def __init__(self, values):
        self._values = values

    def __iter__(self):
        return None  # Noncompliant: Not a valid iterator

Compliant solution
class MyIterable:
    def __init__(self, values):
        self._values = values

    def __iter__(self):
        return MyIterator(self._values)

class MyIterator:
    def __init__(self, values):
        self._values = values
        self._index = 0

    def __next__(self):
        if self._index >= len(self._values):
            raise StopIteration()
        value = self._values[self._index]
        self._index += 1
        return value

    def __iter__(self):
        return self

Resources
Documentation

   Python Documentation - Iterator Types 
   PEP 234 - Iterators