What does it mean and how can I fix it?
zsh compinit: insecure directories, run compaudit for list.
Ignore insecure directories and continue [y] or abort compinit [n]?
Running the compaudit returns the follows:
There are insecure directories:
/usr/local/share/zsh/site-functions
This fixed it for me:
$ sudo chmod -R 755 /usr/local/share/zsh/site-functions
Credit: a post on zsh mailing list
EDIT: As pointed out by @biocyberman in the comments. You may need to update the owner of site-functions as well:
$ sudo chown -R root:root /usr/local/share/zsh/site-functions
On my machine (OSX 10.9), I do not need to do this but YMMV.
EDIT2: On OSX 10.11, only this worked:
$ sudo chmod -R 755 /usr/local/share/zsh
$ sudo chown -R root:staff /usr/local/share/zsh
Also user:staff is the correct default permission on OSX.