What does "Host seems down. If it is really up, but blocking our ping probes, try -P0" mean?

When Nmap starts, it tries to ping the host to check that it is online. Nmap also gains timing information from this ping. If the remote host, or a system on the path between you and the remote host, is blocking pings, this ping will not be replied to, and Nmap will not start scanning. Using the -P0 option, you can turn off ping-on-start and have Nmap try to scan anyway.