The next version of Sigil (0.4.0) is dropping support for opening documents in the old SGF format that was proprietary to Sigil versions 0.1.0 through 0.1.9. Sigil 0.2.0 dropped support for writing files in that format (that was a year ago), and now the second part of that transition is happening. That previous link describes what SGF is if you’re unfamiliar with it. Bottom line, if you’ve never heard of it, you never will and shouldn’t care about this change at all.
For those that still have some SGF files left, just open them with any version of Sigil <=0.3.4 and save them as epub. That’s all there is to it. All those versions of Sigil will be available for download pretty much forever, so there’s no rush.