As the message states, you should log out of Amazon when using KDSPY in a standard browser window. Amazon alters the prices of books (and other things) when you are logged into your Amazon account — based on location and account history.
If you are logged out of Amazon, they do not do this.
Therefore, you will get more accurate reporting on KDSPY.

However, we give you the option to click the GREEN button to continue if price accuracy does not bother you.
The most common issue you will run into, should you choose to stay logged into your Amazon account, is book prices showing as $0.00 and a missing BSR and revenue figures when researching with KDSPY.
The fix is simple: log out of your Amazon account.
Alternatively, if you wish to stay logged into Amazon, do so in a normal browser window only—and use KDSPY in an incognito (private) browser window instead.
As shown below, you can do this on Amazon, at the top right-hand corner of the website, in 2 simple clicks.

You can still browse any URL on Amazon while logged out—it does not affect your ability to navigate the Kindle or books bestsellers.