This message is a warning, letting you know that dplyr has a few objects (functions in that case) that share the same name as base-r and R's stats library.
library(dplyr)
#>
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#>
#> filter, lag
#> The following objects are masked from 'package:base':
#>
#> intersect, setdiff, setequal, union
Created on 2018-10-23 by the reprex package (v0.2.1)
It's telling you that if you apply one of these functions it's going to refer to the dplyr function, not base-r or stats. If you want to refer to the base-r or stats version, you can can specific the package with double colons. For example, check out,
?dplyr::filter
?stats::filter
Stack overflow has a nice explanation here: