That’s, as the writing says, a preview shadow. It means you have static lights in your scene, which need to be rebuilt in order to show their effects. In the meantime, unreal engine gives you a preview of what the shadows would look like through dynamic lighting while warning you that what you see is only temporary.
To solve it just rebuild the lighting, and if you don’t want to see the preview writing at all, just go on viewport > show, and the option should be there somewhere to untick.