That's not an error, per se. Just information about the terminal.
the macOS terminal has a new default shell, called "zsh"
You can update your account to use the newer "zsh" shell, if you want. The message tells you how to do that.
It is completely at your option to do that.
That same message also has a
link to more information (did you look at the info through that link?)
I am not a terminal expert, by any stretch. I know how to do a few things in the terminal, but I have no need to spend a lot of time in the terminal. I don't know which shell is "better" but there is information about that. Here's just one -
https://zshwiki.org/home/why-did-apple-switch-to-zsh/
Bottom line - the various shells that can be used in the terminal don't mean too much to me. I don't really have the interest to find out more. But, there is information, and if you have that need (because you want to do more in the terminal, then you can search out that information to help you move ahead with the terminal.
Or, you can just do what I do - ignore the information about a change in the shell (I just barely use the terminal). But, you can search out more information about terminal, and the various shells that might be used, depending on your needs.