Hi CuddleBear,
This is an issue most likely caused by hidden objects with layers that are loaded into the World Outliner. The World Outliner adds the layer but not the object and will think that the layer is empty. It is an issue we are aware of and fixing it is on our to-do list.
For now, it is safe to ignore this message. You will not lose any data (unless you set up your level's hierarchy in the world outliner without adding any objects to the layers).
