It means that the device driver for your graphics card has set the D3DRS_POINTSIZE_MAX render state to a value that's different than the default value in the Direct3D specification/documentation. It's a minor bug in the driver.

It won't cause any performance problems, and IIRC if you're not using a PURE device, the D3D runtime will set the state to its correct default so it shouldn't cause any problems at all.

But it is a good illustration of why people often set all render states to a known value when their application starts (advisable if you're using a PURE device).