Just to clarify, this is a warning, as opposed to an error. A warning means that your code ran, but it is giving you extra information that you might want to attend to.
In this case, it looks like the warning is not coming when you read the file in, but, rather when you go to use CreateSeuratObject().
From the documentation, it looks like the input expected is:
Create a Seurat object from a feature (e.g. gene) expression matrix. The expected format of the input matrix is features x cells.
This section on Explicit Coercion explains it in more detail, but the gist of it is that the code is trying to turn one type of variable (e.g. a character string) into another (e.g. a double) in a way that is not compatible.