This message informs you about a possible information leak in your installation. If your "data" directory isn't protected properly, some evil people could bypass the DokuWiki ACL and access your pages by directly open
http://yourwiki.tld/dokuwiki/data/. In the "data" all pages are stored. By default the directory is protected by a htaccess file:
https://github.com/splitbrain/dokuwiki/blob/master/data/.htaccess
At first I would have a look if you can browse your "data" directory. If its the case, analyze why the htaccess directives doesn't apply.