This message is displayed when you have changed any user-level preferences in Dispatch Console and not yet saved those changes. These user-level preferences are called user settings and include Color coding rules for Work Order Grid and Events displayed in the Calendar, map position, Work Order search fields, and so on. For a list of all the user settings and their details, please refer to online help section User Settings.
If you want your changes to the user settings to be in effect after you close Dispatch Console and launch it next time, you can click the Save button displayed in the Settings section at the bottom left of the Dispatch Console screen (to the left of the message displayed in the status bar).
If your changes were for your current session only and you don't want to persist the changes for future sessions of Dispatch Console, you can ignore this message and just close the Dispatch Console after use.
The message appears as soon as any user opens the console, even if we select save the message does not clear.
In that case, please log a case with ServiceMax Support, so that the issue can be investigated and root cause found.