In the recursion, you each time "pop" the first element s[0] from the string s, and you append it to the reverse of the remaining elements rreverse(s[1:]).
But this means that we will eventually make a call with an empty string (since a string has a fixed, length, and if we each time pop off a character, eventually we will run out of characters).
An empty string has no first character s[0], so this will raise an IndexError, to prevent that we implement as base case the empty string:  the reverse of an empty string is an empty string. So:
def rreverse(s):
    if s == "":  # empty string (base case)
        return s
    else:        # non-empty string (recursive case)
        return rreverse(s[1:]) + s[0]
If you do not implement this case, then there is a codepath with no explicit return expression. If a function does not return something explicitly, Python will return None instead.
But note that we make rreverse(s[1:]) calls, if that returns in None, we will thus add None and a string (for example 'a') together. But that makes no sense: Python does not know how to add a None and a string (well it makes no sense to do that), hence the error.
Your version thus will for example for rreverse('ab') make calls like (not valid Python, only to demonstrate the problem):
# second version
rreverse('ab')
  -> rreverse('b') + 'a'
       -> rreverse('') + 'b'
            -> None
          None + 'a'  ==> TypeError
whereas for the first version:
# first version
rreverse('ab')
  -> rreverse('b') + 'a'
       -> rreverse('') + 'b'
            -> ''
          '' + 'b'
          'b'
     'b' + 'a'
     'ba'