It means you need insurance.

If you don't have insurance it will continue to appear every four steps in Larkinor. Every eight in the labrynth. Insurance can be bought at the temple.

If you do not wish to purchase insurance, wait until you see that message; Click on your pulldown menu and select Forget the Insurance.

Ahhh.... Ok ! Thanks !
No, like in the real life, I don't like insurances ;) I won't die, it's all !

Thnak you for your reply... It was not written in the documentation...