Windows does not support the exporting of threadvar variables from a DLL, but since using packages is meant to be semantically equivalent to compiling a project without them, the Delphi compiler must somehow attempt to support this construct. 

This warning is to notify you that you have included a unit which contains a threadvar in an interface into a package. While this is not illegal, you will not be able to access the variable from a unit outside the package. 

Attempting to access this variable may appear to succeed, but it actually did not. 

A solution to this warning is to move the threadvar to the implementation section and provide function which will retrieve the variables value.