Here is the gtmetrix scan report. https://gtmetrix.com/reports/academy.evox.cc/VGQxiCOr/
This is advice to use a CDN. It is not an error, not at all. Your WordPress instance is in good shape.
Content Delivery Networks make your website faster for your visitors in various places around the world, by caching your html, javascript, stylesheet, and image files locally in various data centers.
GTMetrix explains their advice here.
Unless your users complain that your site is slow, or unless your site risks being hit with a denial-of-service attach by cybercreeps, you need not act on this advice right away.