If you view your full build log, you should be able to find more information than just the error line above - NuGet.exe is probably complaining about them.
However, Octopus packages should not include dependencies anyway.
Another NuGet feature that doesn't translate well to Octopus is dependencies. NuGet has a convenient feature for tracking dependencies between packages. This is used when, for example, a package like NHibernate depends on a package like log4net. NuGet will install NHibernate, resolve the dependency, and install log4net. It's important to note that NuGet will install them to two separate folders on disk:
packages/NHibernate.x.y.z packages/log4net.x.y.z
While this makes sense for libraries referenced via Visual Studio, it doesn't make sense in Octopus, for the same reasons as above. For example, if your Octopus application package had a dependency on log4net, on disk you would have:
packages/YourApp.x.y.z packages/log4net.x.y.z
At runtime, the executables or ASP.NET site under YourApp would try to invoke a method in log4net, and fail because the DLL can't be found. While this could theoretically be solved using probing paths in your configuration file, in practice it's better to avoid this approach.
For this reason, Octopus NuGet packages cannot have dependencies.
Instead, any libraries you need to use should be bundled inside of your package in the standard binaries folder