Broken Glossary Link. Use Update Glossary to repair the link or manually remove the reference to it.
A Glossary has been assigned to a Content Object but that Content Object has since been deleted. The Document ID shown in the warning message (publishing only) will be the Document ID of the Glossary document itself. If you select the Glossary in the Library and display the Broken Links pane no broken links will be displayed (because the Glossary doesn't link to anything that is missing...).
Click on the Glossary in the Library and show the Related Documents pane. Locate all documents listed in the The following documents link to... section that are flagged as missing (the Type icon has a red 'X' in it). These are the documents that have been deleted that still use the Glossary. Restore these documents, detach the Glossary (delete the entry in the Glossary property), and then re-delete the document.
If you know you will never need the deleted document again, then you can just purge it - that will also sever the connection to the Glossary.