First time I ever saw this message on my dash before what does it mean?

There is probably an issue with the ambient temp sensor and it will need to be checked out by a shop with a professional scan tool.

If the outside temperature is cold (less than 37 deg F), the indicator would show and is nothing to worry about. If you have the owner's manual, you should be able to get some information from there.

Trust manufacturers to provide a lot of gadgets without much information on it and this is one of them.