It means that there is either a problem with the email's configuration or that there is a problem with the publisher's site.
Either way, the net result is that the page being read by the FeedBlitz automatic email publication service is HTML and not a valid RSS format. If FeedBlitz gets HTML then all it can say is whether the HTML is different from the last time it checked (and a simple date or time change is enough). The HTML might be an error message, a broken web site, a problem with the site's RSS feed or a problem with the mailing's configuration. FeedBlitz doesn't know and can't easily tell.
If you're subscribing to a mailing list run by the site's owner, you should visit their web site to see if it's OK. If you spot an issue, you can ask them to contact FeedBlitz support to identify and resolve the issue.
If you created the subscription you can go to Subscriptions | Subscription, pick the subscription from the drop down in the menu bar, and then check the article source URL. Change it to be that of the site's RSS feed. If you still need help, please contact FeedBlitz technical support to identify and potentially resolve the issue for you.