Annotations represent metadata that can be used by an annotation processor. The Java compiler has plugins to handle annotations. So a compiler plugin will output the message. I guess it can't be configured.
There are three annotations in package java.lang: Override, Deprecated and SuppressWarnings. These are the only annotations with special compiler support. I believe that's the reason they are not located in package java.lang.annotation, like other "system" annotations like Documented, Inherited, Retention and Target.