The Django Testing suite basically will test your one big site as is, which I believe is what you want.
Others structure their Django site as an aggregate of smaller apps. Like a sub app for authentication, or one for a particular feature with different requirements, or just having a bunch of components connected together so that you can reuse parts of your past projects.
In those cases, someone might only want to test one of those components and not the whole thing. For example, if you have a working site and you add in an app from a past project and everything breaks, you would want to focus your tests on that app. This is what the warning is about. Meaning that if you only want to test a sub app then you should specify it.
For your case, testing everything works because your using only one app.
HTH