Have you ever wondered why there are two ways to create a ceiling? It seems like the obvious choice between sketching a ceiling and allowing Revit to automatically create one would be the latter... wouldn't it? Of course for the automatic ceiling to work you have to have bounding elements, therefore in situations where you don't have these elements, i.e. walls, you're going to have to sketch it. For clearly defined spaces where there are walls defining the space, using the automatic ceiling seems like the obvious choice.
Automatic or Sketch
When you create a ceiling, Revit wants to host the boundary of that ceiling to the walls that define the space. It does not matter which method you choose to create the ceiling, Revit will host the boundary of the ceiling to the walls. The difference is when you SKETCH a ceiling in a space with unjoined collinear walls, Revit chooses one to host to leaving the other one free to move. Now you may be thinking this isn't a big deal, but keep reading the payoff is coming.
Here's the rub
In the design process you may use generic wall types to define a space until you know which wall type you're going to use. Some may have different materials which can result in walls having different thicknesses. Because of this these walls don't always "join" together to make one continuous wall, and they don't always align perfectly. There are two things that occur that will cause this warning. Changing the wall type such that the thickness of the wall changes causing the face to break the collinear alignment with the adjacent wall, and moving one of the walls which also causes the faces of the walls to become misaligned.
Save the Ceilings!
Deleting the ceilings could affect the model of anyone who has the architects model linked. Our esteemed engineers host elements to the architecture ceilings all the time, therefore deleting them would leave any hosted elements orphaned. We don't want that.
If you're not sure which ceilings are affected you can expand the tree in the warning dialog and all the affected elements are listed there. Checking the box and clicking the "Show" button will take you right to the ceiling.
Once you know which ceilings are affected you can fix them. Select the ceiling and choose the Edit Boundary button on the ribbon. It's not a difficult fix, but if you have a lot of ceilings to fix it could get tedious.
I'm a big fan of the automatic ceilings method. It's a fast and efficient way to place ceilings. IMO if you're careful and attentive to the spaces in which you're placing ceilings the automatic method is still the way to go. Having said that, if you feel sketching the ceilings and not having to worry about them failing if you change a wall in some way saves you time, then that should be the method you use.