That is the "terminal" or command prompt. It happens on all Windows machines for most games (including my junk). If it doesn't cause any problems for you it's best to keep it there. It can give you bug reports. Just minimize it or throw it behind.
As far as I know it's not a bug. And I really like knowing all the warnings it can give me.
Keep your mouth closed while chewing your food! That's ALL I hear.