I've just downloaded sky go on my tablet and when I tried to watch something on it I got a message saying sky go is not supported on rooted android devices.
What does this mean and is there anything I can do to get it to work?
As Ratter's link suggest, it means that the original operating system has been modified so that certain restrictions can be overridden. As it's those restrictions that are used to prevent copyright theft, Sky is legally-obliged to refuse you access to material that is protected by copyright.
Wow. Seems strange Sky would rely on the operating system to provide copyright restrictions rather than take on the responsibility themselves in their app. Especially knowing many object to being locked out of their own mobile/tablet, regardless how secure that cage makes them (or not).
Most likely. But if you were not the one to root it maybe you might run into issues unrooting it ? Chris' link seems to suggest possible unrooting options by installing one of the suggested apps.