Since this is about an iPod shuffle, this message appears on the computer's screen? What are you doing when this message appears?
Is this the first time you are connecting that iPod shuffle to this computer? Is so, and this is a 1st or 2nd gen iPod shuffle, it would make sense. Those shuffles can only be set up with one iTunes library at a time. So, if this is the first time connecting it to that computer, it is asking you if it is OK to sync it to that computer's iTunes library. Any music currently on the shuffle will be erased.
I have a 4th gen shuffle and get the message to sync the shuffle to iTunes when I try to listen to music. I had just performed a new sync when I got the message, so I plugged it back into the computer. The shuffle showed that it had 403 songs on it. I reset the shuffle & re-synched, to no avail. I am still getting the message. Any suggestions?