Q:

What does the message 'This file contains potentially unsafe ...' mean and how serious is it?

I had some Mathematica files on over which recently I have faced to this message:

However, after searching, I have seen some blogs in Mathematica SE or in somewhere else about that, but I could not finally briefly conclude that whether, my files, because of their saving local disk positions (for example, pc Desktop) potentialy or probably maybe be on exposure to attacks or something else caused by viruses or spies (and this possibility will be removed by replacement of the files, or applying bit changes); or not and surely and definitely, they are being attacked or had been attacked. 

A:

Presumably your Notebooks are not being saved in a Trusted Path.  Start by reading the tutorial Notebook Security, and note:

If the notebook's directory is trusted, the notebook will be allowed
to automatically perform dynamic evaluations without alerting the
user.
If the notebook's directory is untrusted, the user will be alerted
upon any attempt by the notebook to perform dynamic evaluations.
By default, the TrustedPath option value contains [$InstallationDirectory](http://reference.wolfram.com/language/ref/$InstallationDirectory.html), [`$BaseDirectory](http://reference.wolfram.com/language/ref/$BaseDirectory.html), and [$UserBaseDirectory`](http://reference.wolfram.com/language/ref/$UserBaseDirectory.html) so that Wolfram System installation files and additional installed applications will be able to display dynamic content without alerting the user.

The tutorial also covers how to add a directory to this path.  Run this code and click the button produced:
Button["Edit TrustedPath...", 
  FEPrivate`OptionDialog[$FrontEnd, 
    {"NotebookSecurityOptions", "TrustedPath"}], 
  Appearance -> {Automatic, "DialogBox"},
  Evaluator -> Automatic, Method -> "Preemptive"]

Or see: How to add a trusted path in Mathematica?

