Hi Susan,
This [WARN] message is informational. It is logged when no user id is captured from your application through the three ways as configured in the following section of the IntroscopeAgent.profile.
#######################
# Transaction Tracer Configuration
#
# ================
# Configuration settings for Introscope Transaction Tracer
# The following settings configure Transaction Tracer to optionally
# capture the user ID used to invoke servlets and JSPs if it is stored
# in one of the three following ways. Uncomment the set of properties
# that correspond to how user IDs are stored in your application.
# Make sure only one set of properties are uncommented or the wrong
# properties could be used.
As stated in the above comment, it is optional and you can ignore the [WARN] message.
For more details on setting the user id collection, please see Collecting User ID Data
Hope this helps.