Hi Baseio,
I just wanted to chime in here and provide a little more information.
Fighters tutorial is a good place to start for fixing the issue.
To clarify why this is happening is that when you make an object for UD3 or UE4 that is not dynamic or your scene does not have dynamic lighting the light and shadow information will baked into a second UV called a lightmap. This allows you to have great shadows (if setup correctly) with no overhead of creating shadows dynamically at runtime, which can be a significant performance gain!
When an object that is static that uses static/stationary lighting in a scene the engine will look for this second UV to bake the lightmap. If there is not a second UV it uses the texture UV as the default UV for baking lighting. When it does this if there are any UVs that are overlapping it will throw out this warning. Same with the second UV. If the lightmap bakes and sees there are overlapping UVs it will give the warning. This is to let you know the shadows will not look correct because of this on some parts of the mesh.
World of Level Design has a great series of tutorials that show you how to fix lightmap issues and the general idea behind them.
If you have any questions feel free to ask!