I get the warning "Invalid master-slave" during analysis, what is wrong?

This warning says that there are multiple boundary conditions (constraints) assigned to a node (nodes). This is in most cases NOT an error since only one is applied, while others are ignored. However, a warning message is reported, since the program does no know if it was really an intention and the situation may be a consequence of wrongly assigned BCs.
In a typical case, this message occurs in regions where master-slave conditions meet other boundary conditions (like prescribed displacements), e.g., on a boundary line with displacement constraint, which has its endnode connected to the neighbouring macrolelement (i.e., it belongs to the surface in contact with the other macroelement).
ATENA usually creates double nodes at macroelement boundaries, one node for each macroelement. In this way, each macroelement has its unique entities, which makes the operations with data of macroelements easy, such as adding, deleting, etc. In the solution core, nodes with identical locations, which are kinematically connected, are processed by Dirichlet BC procedure, which puts all prescribed constraints in each DOF together and issues the warning if there is more than one.
Do not worry about this message, although it always makes sense to check the locations of the reported nodes if there is any problem with the model.