What does Hugin mean by image "stacks" when importing photos?

Many people use Hugin to do not just panostitching, but also exposure stacking (for high-dyanmic range (HDR) or exposure fusion) at the same time. Stitching 360x180 panoramas shot outside almost inevitably means you have the sun in your shot and are covering a very large dynamic range, so pano shooters were among the first users to do HDR processing.

So, say, you'd need four images to cover your pano scene. But you want to do HDR, so you bracket shots at ±2EV, so you have 12 shots (3 bracketed shots of each of the four images). Hugin will let you feed in all 12 shots at once, and organize them into four stacks of three exposures each.

What that message basically means is that you've added a set of images with a wide enough dynamic range that it's looking to see if you fed it bracketed sets of images; but it can't detect enough similarity between specific images to organize them into exposure stacks.

If you weren't feeding it exposure-bracketed sets, then don't worry. There's no issue. If you did, however Hugin's saying you'll have to define which images belong together as a stack manually, rather than relying on automated identification of the stack. You can do this in the Photos tab by right-clicking on the image, and selecting Stacks → Change stack… and manually setting the stack number for the image. Alternatively, you can provide control points and align images.

See the Hugin "Creating 360º enfused panoramas" tutorial.

Stacking, as a technique/term, is broader than just exposure fusing/HDR. It can also be used for focus stacking or astrophotography. Stacking basically generally means using a set of varying versions of the same image to create an enhanced image via digital processing.