The warning indicates that the client cache (used to manage connections between your local environment and the Databricks cluster) has reached its maximum size (20 sessions). When this limit is reached, the oldest session is closed to make room for a new one.

As Suggested - spark.databricks.service.client.session.cache.size to increase the cache size

While this warning itself is not critical.  If you frequently open and close sessions, you may encounter performance issues due to cache management.