It is letting you know something is approaching. It is not necessarily bad; although most of what I see it used as is letting you know something bad is on its way -- like an omen or foreshadowing.
(Dictionary.com) noun: 1. a person who goes ahead and makes known the approach of another; herald. 2. anything that foreshadows a future event; omen; sign: Frost is a harbinger of winter. 3. a person sent in advance of troops, a royal train, etc., to provide or secure lodgings and other accommodations.
verb (used with object): 1. to act as harbinger to; herald the coming of.