What does the warning mean?

Idaho is somewhat tough on titles. I have no idea what you do if you are so stupid as to buy a car without paperwork

You register it in AZ. :D
The woman at the motor vehicle dept told me that it made it a lot easier with NO paperwork, as any paperwork would require registered letters for proof of previous owner.
It was a bike that had never been plated that needed to be and I had ZERO paperwork.
They came out to the truck, had me read the VIN to them and for 23 bucks handed me a title in my name with a 1 year registration and a license plate on the spot.
I assume they did a stolen check on the VIN.