When you
ssh to a remote server, you are actually running the editor from the remote server. Because you do not have an X-windows (the GUI) connection, the editor cannot put up its graphical user interface, which is why you get a warning.
The easiest alternative would be a non-GUI editor such as
nano. Many users prefer
vi or
emacs, but there is a learning curve if you have not used them before.
In order to run a GUI program on the remote computer, you would need an X server on your own computer, and will require additional flags to
ssh (to tell it to forward the X connection). There are X servers for Windows such as
Xming.