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None of the output is much to worry about as a new developer.
npm WARN deprecated
Just means that the maintainers of the dependency have stopped working on it. In your case, it looks like one of your dependencies relies on these libraries. Unless you become a contributor of these library there is not much you can do. You can follow the rest of the line if you want extra information
npm WARN optional SKIPPING OPTIONAL DEPENDENCY
e.g.
npm WARN deprecated request@2.88.2: request has been deprecated, see https://github.com/request/request/issues/3142
You can follow the link to find out more about whats going on
It looks like gatsby has an of optional dependency on fsevents for macOS, as your on Windows this should not affect you at all.
ENOENT: no such file or directory
Just means that npm cant find the file it was expecting at the given location, in this case it is due to fsevents not being installed.
Unless you are having issues running your app server or building your app the above is nothing to worry about in my experience.