This is an information warning to tell you that in the past 15 minutes, the system was heavily loaded. In most cases, this is not due to Pi-hole, but due to other system processes.
Pi-hole is very lightweight on resources. Nevertheless, this does not mean that you should run Pi-hole on a server that is otherwise extremely busy as queuing on the system can lead to unecessary delays in DNS operation as the system becomes less and less usable as the system load increases because all resources are permanently in use. To account for this, FTL regularly checks the system load. To bring this to your attention, FTL warns about excessive load when the 15 minute system load average exceeds the number of cores.
This check can be disabled with this setting.