You may see this message just after you upgrade your software. These errant records were records that should have already been deleted, but did not get deleted for some reason. There is no action required by you.
This can be caused when NTS does not close properly. For example, your computer suddenly loses power, or some Windows error causes the program to close abnormally. For these reasons and others, NTS checks your files in order to clean up anything that should not be in your files.