Notifications alert you about any unprocessed or error imports that have occurred as part of the nightly automated import. The number will increase depending on how many events have been effected by either of these issues. Typically an unprocessed error will be due to a validation error, which comes from incorrect formatting. E.g. text going into a number field.
You can resolve validation errors by selecting the notification, there is an article on validating errors here.
Notifications will appear in the top right of the dashboard, next to the bell symbol. If you select this it will give you an initial breakdown of unprocessed and error imports.