The reason of this warning is a GNU policy which does not want a package cl to be used in Elisp. But it would be foolish as well to prohibit it completely. So they decided to show a warning.
You can find more information here
Just in case someone reads this on his quest for proper use of
cl: The methods described here are now deprecated.
As least as of emacs 24, instead of
cl you should use
cl-lib or, if the macros suffice,
cl-macs. These are new versions of
cl that work with a clean namespace. E.g. instead of
defun* you have
cl-package now is only for backward-compatibility and shouldn’t be used in new code.