It means that you never signed the key that was used to sign the Tor Browser Bundle. You should only sign keys of people that you have verified the identity of (usually by looking at the person's government issued ID when meeting the person in "real life", though people have their own criteria for identification).
The message is warning you that you should make sure the key actually belongs to the person you think it does (in this case, the Tor Browser Developers).
If you got the message about the signature being good and if the key fingerprint matches the key fingerprint you expected, that is good. You still have to consider how you obtained the expected fingerprint. Ideally you would meet the person who owns the key in person and verify that the fingerprint is actually their's. It isn't always possible to travel to meet people in person. There is something called the web of trust. The idea is that if you meet me and verify my key and if I meet the Tor Browser Developers and verify their key, then if you trust me, you can trust that the Tor Browser Developers' key is actually their key, based on my having signed their key. This concept can be extended so that there are more people between you and the Tor Browser Developers. The more people you trust that have all verified the key of the Tor Browser Developers, the better.
Having said all that, it may be enough for you to just verify the keys off of the Tor Project website. I don't know exactly what you are doing and what kinds of threats you want to protect against.
If you haven't checked it out already, there is a page on the Tor Project website about this.