You will get this when you are using the latest version of Rails with a recent version of Rack:

SECURITY WARNING: No secret option provided to Rack::Session::Cookie.
This poses a security threat. It is strongly recommended that you
provide a secret to prevent exploits that may be possible from crafted
cookies. This will not be supported in future versions of Rack, and
future versions will even invalidate your existing user cookies.

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The warning is caused by Rails calling Rack incorrectly. It is unclear Show archive.org snapshot when this is going to be fixed in Rails. If it will be fixed, I guess it will be for Rails 4 only.

The best workaround right now is to lock your version of rack at version 1.4.1.