That notice has been there forever - but you have to be subscribed to a thread to get it.
Subscribing is done automatically through posting (provided that's enabled in your profile) or manually subscribing by clicking on the "Subscribe" option at the top-left of the first post in the thread or the first on a page.
When playing word games where someone may have posted while you were thinking/writing, the last action before clicking "Submit" should be to click "Preview" because then, apart from the opportunity to check your post looks as you expect - you get to see the latest post made to the thread below the preview window.
Edit: Oops, sorry - that's the message generated as you try to make a post to a thread that has just received a post from someone else.
I read it as the new post alert received via the thread subscription mechanism.
Do carry on...
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Giraffe: a ruminant with a view.