The power to the GX-10 turns off automatically to save energy after a certain amount of time (20 minutes by default) has passed since it was last used or since its buttons or controls were operated.
To stop this message from appearing again the next time you turn on the power, touch <DON'T ASK AGAIN> in the screen to check the box, and then touch <EXIT>.
You can change the setting for the AUTO OFF function at any time. Please see the "Making the power automatically turn off after a time (AUTO OFF)" section in the GX-10 Reference Manual.