You have accounts other than root set up with UID 0. This is a considerable security risk

#1 You have accounts other than root set up with UID 0. This is a considerable security risk. You should use su, or best of all sudo for such access
#2 This message is to inform you that the account cgi has user id 0 (root privs).This could mean that your system was compromised (OwN3D). To be safe you should verify that your system has not been compromised.

When, You get the Above Messages from your server, You should verify the server, whether you have additional root / sudo users

We can find the users, who has 0 as its UID by the below command.

Make sure, You logged in as root to execute the below command.

awk -F: '($3 == "0") {print}' /etc/passwd

You should only see root as the user with UID 0. If you see the following then all is well in this regard:

root:x:0:0:root:/root:/bin/bash

If you see any other additional user has with the UID 0

You should disabled those user & do an investigation about how this was created and what has this users did on your server.