The review process is a standard requirement if you want to request additional information from your user's profile in addition to their basic profile details (name, email address, bio, etc). If you want things like hometown city or education history, for example, you'll need to set those up in the Profiles area of JFBConnect and then go through the review process with Facebook so that those permissions can be requested from every user of your site.
As an admin, you're allowed to test the permissions before review, which is why you see that message. Your standard users won't be asked for any permissions that you haven't had reviewed yet. They also won't see the warning message you posted above. To them, it will just look like your app is requesting their basic profile details and that's it.
With that said, if you're setting up a Facebook Channel and just want to post to or pull in a feed from a Facebook Page, you usually don't need to go through the review process. As the admin of the app and the Page, you can grant the permissions needed to post on your behalf and read from your Page. Since you don't need those permissions from all your users, you don't need to have it reviewed since you won't be asking for those details.
The App Review process can be started by going into the
Facebook Developer Area
and going to the App Review section in your app.
I hope that helps explain, but if you need anything else, just let us know,
Alex