It might be a major problem and it might not be. There is simply no way to tell from the facts you've described. Did the notice give you any indication as to why the IRS was examining your returns? Also, if the notice contained a telephone number that you could call for further information, I would call that number as soon as possible to see what else you can find out about the IRS' examination of your returns.
If it is an honest mistake it likely isn't a big problem. Did you report a US tax liability? Did you report a US tax refund? Do you have significant income outside of the US; do you have significant income from the US? Usually the biggest difference between a 1040NR filing an a resident 1040 filing is the standard deduction. If that is all then it should not be a big deal. If you claimed refundable credits available to residents, then it may be more serious.
You should involve a tax lawyer to quickly understand your situation and advise you. There may be advantages to acting quickly if something is looming.