In most situations you can ignore this warning. This will appear if Studiometry did not correctly close the last time you launched it or in the case of a crash. The only situation in which you will need to heed this warning is if you use a shared database (using Cloud syncing or a shared network drive) and you have multiple machines accessing the same database file. In this case, if both machines have Studiometry open simultaneously, changes made on one machine may be lost on the other.
If you do not use cloud syncing or a shared network drive, you can simply press the "Don't Show Again" button. You can reenable the setting in Studiometry's Preferences Window > General Section.