She means the stitches will be teensy tiny, but won't be in the exact same spot, like they are when your machine is set to 0. If you take too many stitches at 0, the buildup can make a bump or knot. If you can set it at 1 or even 0.5, there will be less of a buildup. However, I think if you only take 3-4 stitches at 0 you'll be fine.