Animation Events are callbacks that fire during an animation's playback. These events require a component with the correct method signature to be attached to the GameObject with the Animator.
When blending, Animation Events won't trigger when the blend weight of the animation is 50% or less.
You can either add a receiver, or if the event isn't required or displays other warnings, remove it entirely.
float, int, string, Object, AnimationEvent, or no parameters.Or
If the event is no longer required, it can be removed.
If the Animation window is showing a warning when your clip is selected: