apt-get autoremove "Before uninstall, this module version was ACTIVE on this kernel"

It means that it's going to remove a package that contains a kernel module (or version of a kernel module) that's in use by the system. After removing it and rebooting, you won't be able to load that module.

Whether or not that's an issue for you really depends on the module and if you're replacing it with something else. I don't think there's a one-size-fits-all answer for this other than: read the message and work out if that's a problem. If it is, just reinstall that package and move on.