This means that there are additional tweets between the two tweets where this banner appears that are not being shown in your current timeline. Tap the Detect Gap banner to show all of the tweets from that time period.
If you have a lot of tweets in your gap, you may have to tap it multiple times. It will load as many tweets as you have set in your settings "Messages to Load". You may also specify within Settings | Advanced whether you want these to load from the top or the bottom.