I saw this for the first time a few days back. I was also puzzled for a while and thought it was a mistake then I realized what it was. It pops-up when you're on a road with 3 or more lanes and advises you about 2 miles ahead of an upcoming junction which lane(s) you should be in. The orange lanes are the ones to be in.
P.S. I love the feature.
Off-Topic: Why don't we have a comprehensive manual so that we'd know about these things instead of trying to figure them out? C'mon Tesla, there's "issues" posted because of things owners didn't know about or understand and there's benefits you're not telling us about till we stumble over them. [/rant]