Look for broken track. Missing junction levers, and direction markers facing the wrong direction. These things will cause this problem big time.
You can do this in Surveyor by looking at the track carefully, or you can do this in Driver by driving the train by yourself and then letting the AI take over and drive. The latter method works very well because he'll slow down and stop then pop-up the warning again.
Take over the controls again yourself and continue to drive. You'll find your break in the track soon enough when your train derail! Missing junctions will also show up very quickly too as you'll see no junction motor next to the track.
John