This message, while it never appears in any JCL listings, is referred to in the generated SYSIN DD statement. It means that in your JCL source stream, you have one or more non-JCL records before the final // if any. For example:
//MYJOB JOB //STEP1 EXEC PGM=IEFBR14 //SYSOUT DD SYSOUT=* some data some more data //SYSPRINT DD SYSOUT=* blank line //
The above JCL will cause two statements of the form:
//SYSIN DD * ***MFE JCL GENERATED STMT*** For more info, see JCLCM0094I
to appear, one after /SYSOUT DD and the other after //SYSPRINT DD.