I don't know what this statement means at all. This is my build: https://pcpartpicker.com/list/F3L6D2
Will this affect me in anyway?
This has been posted many times - Simply put it means thus:
Both your Sata ports and the M.2 slot use the same resources or chip, you can use one or the other but not both at the same time.
If you have a M.2 device installed 1 or more of your Sata ports will not work as the resources are being assigned to the M.2 device, nevertheless this should not be an issue as you may have many more Sata ports that you can use just not the ports associated with the M.2 slot per your motherboards instruction manual - RTFM