Answer:
The warning should prevent doubled support conditions set by mistake – once as degrees of freedom on the node (a nodal support), and once as degrees of freedom at the end point of the line (a line support). There could be conflicting boundary conditions that are not in the user's best interests.
When modeling surface foundations, it may be useful to define different stiffnesses for nodal and line supports (see the RFEM manual, keyword "wedge of soil"). If the support conditions were deliberately set in this way, you can close the warning message by clicking "No".
You can prevent the warning by inserting a short non-supported line before a supported node, for example.