Pi-hole points you to something that is an issue: Interface eth0 has been configured as interface to listen on but it is not available at the time of generating the warning. Hence, the warning is generated as we cannot reliably foresee if an unknown interface may appear in the future.
This is mainly helpful to alarm users that something has changed. For instance, they have configured their Pi-holes to listen on eth0 but then they (or a system upgrade) enabled predictable interface names and they'd need to change their configuration to listen on enp2s0 instead now. Without this change, Pi-hole will behave as instructed and discard all queries from the new interface. From the outside, this looks like Pi-hole has stopped working altogether while it is actually only behaving as instructed.
You can delete the message but it will re-appear on the next occasion of the same issue (on next reboot).
The question is: How do we deal with it? @moderators