I do have the clue. It's a warning related to the arrow next to the colored one. The arrow that lets you choose the color of the line.
The arrow and the squared colored icon are ONE widget (even tho it's not working fine, but it's a GTK problem ).
That warning appears when Xournal is not in fullscreen mode.
I am not really sure about what is causing it (it doesn't appear if I remove the widget), but probably is something wrong with that widget.

Anyway you can simply ignore it.
I am trying to find out an alternative way of choosing colors... we'll see.
Any idea anyone ?