Its probably one or more double-layered polygons. Look for it VERY carefully,
the texture may be "flickering" or "jitterey" if it is a visible polygon.

If theres only a few its probably OK to leave them, but Im only noobish at directx.
If theres too many, you may start getting randomised directx sorting/zbuffer errors.
And even when there is only a few, it MAY cause performance issues in 3dgs engine.
I would guess if its not important, 'they' would not have the compiler warn about it.