Out of the box, Ghost doesn't come with a mail server, but right now we can easily fix it ourselves (this is most so that if you forget your password, Ghost can send you a reset password email).
We need to add a mail server and it's much easier to just use an existing app than setting up our own mail server on our server. We're going to use Mailgun to do this, but there are other out there including Google Apps.
So first you need to signup for a Mailgun Account here. You should use your own domain name when signing up so that if you're sending emails out to readers (like a newsletter) they don't come from something like my_name.mailgun.com.
However, if you aren't sending email out (or at least through Mailgun), you can get a Mailgun subdomain. For the purposes of this guide, I've gone with a subdomain, but the steps are very similar in either case.
Once you finish this, you'll get an email from Mailgun. Log back into your account and now you'll see an area of your dashboard called "Mailgun Subdomains" with your domain:
If you went with your actual domain, it would be in the area directly above this one marked "Custom Domains"
Click on your subdomain (or domain) name to get to the advanced settings. You'll see a screen like this:
Under that right hand column marked "SMTP Authentication" you see you're login and password (I've hidden mine). You can also change your password here, but make sure you come up with something very secure if you're planning on changing it.
Now we can setup your Ghost blog to work with Mailgun. There are 2 ways of doing this... you guessed it: via SFTP, Terminal/Console. But with either way, we need to edit the same file: config.js.
Whichever method you pick, it could take up to 12 hours for Ghost to authenticate with Mailgun and remove the warning.