It's not a problem, it's just telling you that you have no persistent overlay (It's an option when you create the liveusb)
Personally, I find the persistent overlay mechanism to be unstable anyway and instead use a persistent home image (unencrypted). On that I store most needed rpm packages (for flash, a media player and development tools) and have an install script which runs in ~30secs. I've been booting the same liveusb stick almost daily since F10 was released and have never had a problem.