This is an unsolved bug in dateutil (as of version 2.2) that only occur on Windows: https://bugs.launchpad.net/dateutil/+bug/1227221
Dateutil will still behave correctly unless you try to parse timezones with non-ascii-characters. I assume this is very unusual, so you should be fine.
The easiest workaround is probably just to silence the errors.
import warnings
warnings.filterwarnings("ignore", category=UnicodeWarning)