It means that your country might have special "customs" that might hold your product and/or charge a fee to release the item. It really depends on your country of what they will hold in customs, so ask your post office about customs and be specific. Don't say "I got a tamagotchi", say something like "I have a small electronic toy coming in the mail from so and so country. It won't have any batteries in the device but I was wondering if you certain custom fees for these goods?" They are also explaining that they won't mark it as a "gift" to avoid this rule (customs usually doesn't check "gifts") because they could get in trouble or risk other issues with the product that are too numerous to list. This is typical of all online transactions.
If you have something held by customs and they charge a fee, you will have to pay it to have your product released to you. I've had tamas mailed to me all over the world and have never had to pay customs. (I live in the US.)