What is the specific text of the warning? Did you recently upgrade to macOS 26 Tahoe? Doing so enables FileVault by default, and if you were previously backing up to an unencrypted Time Machine destination disk but your internal storage now has FileVault on, you may be seeing a warning about backing up an encrypted Mac to an unencrypted TM backup.
If that's the case, you can either turn FileVault back off (System Settings > Privacy & Security > FileVault) or erase and restart your TM backups as encrypted (use Disk Utility to erase the external drive and format it as GUID/APFS without encryption, then when setting up the new TM backup choose the option to encrypt it and select a password).
Personally, I'd choose the latter approach. My Mac has private data on it (financial data, tax returns, all the stuff identity thieves love) so using FileVault to protect the internal storage and having an encrypted backup are important to me.
Note that if your Mac can run Tahoe then it has either a T2 chip or Apple Silicon, meaning the internal storage is already encrypted. FileVault incorporates your login password into the cryptographic key. That's important because if someone gains physical access to your Mac and FileVault is off, they can reset your login password and access most of the data on your Mac (your keychains and logins/passkeys in the Passwords app are not accessible, nor are data stored in encrypted disk images, but everything else is an open book).