This error message appears in Corona 6 and newer if the obsolete Corona Portal Material is detected in the current scene.
Starting with Corona 6, a new adaptive environment sampler is enabled by default, greatly improving image quality without the need to use portals. This means that portals are now obsolete and they are ignored by the renderer. It is not possible to create them anymore, and if an older scene with portals is loaded, they will not affect image quality or rendering performance at all.
This also means that any geometry using the Corona Portal Material can be safely removed to make the scene easier to manage and to improve the viewport performance.
The error message allows you to select the offending objects so that they can be manually removed. Corona does not remove such objects automatically, because the Corona Portal Material may be applied to parts of larger objects, for example using the 3ds Max Multi/Sub-Object Material.