Warnings appear on the top right side of the Canvas to indicate any missing flow connections you have on your funnel.  The number of warnings corresponds to the number of unconnected dots or tabs on each component in a funnel. Dots and flow connections that are grey are set up correctly, and when they’re red, the flow is not complete, and a connection needs to be made. 

Connect the components to remove the warnings. To connect components, click the tab on the side of one component and drag it to the tab on the side of the next component in your sequence / flow.