It means you played TON or LE before probably, and it put a lot of shit in your save game folder, best is to delete it, but be sure to keep your save games.
In post #1 you see your save game location on windows it's some where like User/<login>/AppData/Local/User Data
The DefaultTGO* files are you save games, the rest can go, all the subfolders and such. No idea what would be the crulpit, so I just deleted it all, and then started TGO game again, it will fill that folder again and the message will be gone forever.