That usually means that one of your plugins is raising an error as it runs. That results in information being displayed before WordPress sends the message "Here is the information about the web page I'm about to send."
The WebServer is responding "What?!? NOW you're giving me this information? You already sent me part of the web page (some error message) and I had to guess at what you meant. You can't change it now. If I guessed wrong, tough luck Bub."
Sometimes it's not an error message but something a simple (and hard to find) as a space at the end of a php file.
Your best bet is to undo what you last changed, or work at disabling plugins to get rid of the message. (Or if you have access to the php error_log, check in it for more information - most people don't have access to this.)