That is a php warning.
It won't hurt anything - but it can be annoying if you have them set to display (which is not a good idea on a live site, as hackers can use warning info to gain info on your sites structure and possibly hack your site).
That said, you can get rid of this warning by adding a 'fake' quick redirect. Go to the Quick Redirects and add
none to the Redirect field of the first item, and
null to the destination - then save it. The warning should go away. You only need to do this if you are not already using quick redirects, as the script is trying to loop through all of them and if there are none, it throws that warning.
This will be permanently fixed in the next version of the plugin.