If you've set up SPF and DKIM already, but you're getting a warning that you have multiple SPF records, you may have incorrectly added an additional SPF record rather than updating your current SPF record.
SPF stands for "Sender Policy Framework", and tells email clients who is authorized to send from your email address. The SPF specification only allows one record per domain, and if you have multiple SPF records you may harm your email reputation.
An example of multiple SPF records may appear like this:
v=spf1 include:mailgun.org ~all
v=spf1 include:_spf.google.com ~all
To merge these records, delete both of these lines and replace them with a single record that includes all of the include sections in one line:
v=spf1 include:_spf.google.com include:mailgun.org ~all