As the documentation says:

"Sometimes, messages only confuse users – especially new users."

So don't worry, all will become clear(er) in time once you get familiar with the documentation. On your questions, the warnings in many cases are just that. They are things that don't actually stop the program from running, but that you might want to consider looking into. Severe error (which precede a fatal error) are what actually prevents the program from running.

I'm assuming here that you're using EnergyPlus by creating the IDF manually, or using the IDF Editor tool. If you're using OpenStudio then some of this advice might not be relevant. I'll let an OpenStudio user weigh in on where that would be the case. You can add extra tags for the software you're using which will help people to find your question.

1) This error means you have told the program to carry out sizing calculations in the SimulationControl object, but that you don't have any Sizing:Zone objects in your model. These are used to size hot and cold air flow in the model, so they may or may not be required. (Sizing:Zone docs) (SimulationControl docs)

2) The ground temperatures warning comes up a lot of the time. Take a look at the documentation on Site:GroundTemperature:BuildingSurface on how to add/edit the ground temperatures in the documentation, and on how to set the right values. (docs)

3) EnergyPlus is not able to handle FenestrationSurface:Detailed objects which are not either triangular or rectangular. Try recreating your window shapes by breaking them down into triangles and rectangles. (docs)

4) This means that some of the constructions in your model are not actually used. It may slightly speed up running if you remove them, but not really noticeably. To find out which ones you can safely remove, add

Output:Diagnostics,DisplayExtraWarnings;

anywhere in your IDF. The construction names will then show up in your .err file next time you run the simulation. (docs)