The switch uses some VLAN for internal traffic.  It is asking you which VLAN(s) it can use for internal traffic.  You should pick VLAN(s) that you know you do not use in your own network.

Cuong.

How I change it? I mean, now I need to use some VLAN that was defined for internal use, but now I need change the VLAN for internal use. How can do it? 

Hi, thanks for choosing Dell.

A reserved VLAN is used as a channel of the internal control plane of a switch or a channel for transmitting user service data of some features
VLAN 4095 and VLAN 0 are both reserved VLANs across many vendor equipment. We can't use those VLANs for non-default VLAN uses.

In Dell switches we have different firmware versions, and you didn't mention what you are on, we'd need that information first to assist you further. Have a good one.