Not every check is a security problem, though most are. There are some items that are "info only" type checks that look for things that may not have a security flaw, but the webmaster or security engineer may not know are present on the server. These items are usually marked appropriately in the information printed. There are also some checks for unknown items which have been seen scanned for in log files.
To install this program:
apt-get install nikto
To scan for a certain host:
nikto -h http://www.website.com
Resources: nikto homepage