That usually occurs when you have a “Next”-button on title level that you haven’t disinherited on the last page. As there is no next page to go to from the last page in the title the Next button has an unresolved destination. Same is usually for the “Previous Page”-button on the first page.
You can either disinherit the buttons on these pages or just ignore the warning, course will work without problems after publication.
By clicking on the item it will move you to the page where the issue is occurring. From there you can see what’s going on. An unresolved destination is usually what Tim described or an action with a blank target field.
Clicking on a warning that results from an object on title level will direct you to the object not to the single page on that the object isn’t working properly. An empty target field doesn’t give you a warning (blue), it gives you a red error (OnMClkGoTo acts upon an object that has been deleted from the title or is no longer accessible) that won’t let you publish.