It is impossible to properly advise you without actually reviewing the document you received.
However, if you got the standard "boilerplate language" I-130 Approval Notice (in other words, the standard form-letter language notice), it simply says that approval of the I-130 alone doesn't GUARANTEE that you will also be eligible for adjustment of status. This is true of course - this are two different applications seeking to prove two different things, and just because one is OK doesn't necessarily mean the other will be - although it usually is.
The I-130 seeks to prove you are entitled to an immigrant visa based on family relationship (marriage to a U.S. citizen). USCIS has accepted this and approved this petition for you.
The I-484 Application to Adjust Status seeks to prove that there is no reason you should NOT be given a green card - no criminal/terrorist background which prevents it, no communicable disease, sufficient income not to fall on public assistance, etc. This hasn't been approved yet, and the officer told you they want the additional document to prove some aspect of what needs to be proven for this case to be granted. Just because you have a legitimate claim to an immigrant visa based on your marriage doesn't mean that this part will also be approvable, though in most cases the I-485 actually IS approvable as well.
So, re-read the I-130 Approval Notice - I very much doubt that this is anything more than a standard warning; you probably have nothing to worry about. But if the language still seems worrisome or you don't hear anything more than a few weeks after submitting the documents, speak with a lawyer.