Enable in plugin panel the testing mode, to debug the payment system before going into production. You can also activate the log procedure, so that all that actions that the plugin makes with test orders are recorded. The path of the log file is showed under the Enable Logging option, as here showed. Administrators can consult the recorded logs even from their account, without the Enable Logging activated.
With an automatic check over the site url, the Test Mode will be activated automatically when plugin is enabled on a staging installation.
By normal usage you should never see the warning, but if you do something like creating a staging installation or cloning your production site, the Test Mode will be activated and a warning will be shown. This will protect both you and your customer.