According to the LAS specification a las file contains a set of core attributes including X Y Z obviously but also the 'intensity' or the 'classification' and other data for each point.
Among the core attributes one of them is the 'return number' that stores the position of the point in the return sequence (see also What are LiDAR returns?). A point with a return number of 2 is the second point measured from a single emitted pulse.
Another attribute is the 'number of returns' returned by an emitted pulse. A point with a 'number of return' of 3 comes from a pulse that returned 3 points.
So, basically it looks like that:
X Y Z ReturnNumber NumberOfReturns
1: 684992.2 5018007 17.30 1 1
2: 684992.6 5018006 17.03 1 1
3: 684993.0 5018005 16.14 1 2
4: 684993.1 5018006 11.10 2 2
5: 684993.2 5018001 17.58 1 3
- The 1st point is a first return from a pulse that returned 1 point.
- The 2nd point is a first return from a pulse that returned 1 point.
- The 3rd point is a first return from a pulse that returned 2 points.
- The 4th point is a second return from a pulse that returned 2 points.
- The 5th point is a first return from a pulse that returned 3 points.
The warning message tells you that you have points with a 'return number' greater than the 'number of returns'. For example a third return from a pulse that returned only 2 points. This is meaningless.
You have a warning because it should not be like that. Is it a big problem? It depends. Which attribute is wrong? The return number or the number of returns? For example, when filtering the first returns only, it might have consequences.