MakeGlossariesGUI will try to determine if you have defined any entries within the document environment. Although the glossaries package allows document definitions, the manual encourages defining entries in the preamble, see section 4.10 of the glossaries user manual ("Drawbacks With Defining Entries in the Document Environment"). If you want to skip this check, deselect the check box.
There's also a check to see if the glossaries package has complained about missing language modules. Not all languages are supported and, for those languages that are supported, the appropriate module must be installed in addition to installing the glossaries package. If the required language support is missing, the glossary files can still be built, you'll just have to manually change the fixed text for the title following the instructions in section 1.3 ("Multi-Lingual Support") of the glossaries user manual. If you want to skip this check, deselect the check box.