This is an automatic notification sent to players who have not connected their game account to Game Center (on iOS) or Google Play (on Android). Please make sure to connect your game, as it is the only way to save, recover and sync your progress.
To see whether you have connected your account to Game Center / Google Play successfully, tap Menu, then Options. On the bottom of the Settings tap, under "Save your game across devices", you should see green text and checkmark - this means you have successfully connected your game and your progress is saved in the cloud.
Read more on how to save your progress: