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If I remove 'implements Serializable' from a JPA entity class, I get a message in the error stripe saying 'An entity or IdClass should implement the Serializable interface' That is incorrect - an entity class doesn't have to be Serializable.
This message should be a suggestion to follow best practices and implement Serializable so that the Entity class can be used as a data transfer object. We should probably change wording (possibly also in other warning messages) to make it clear
As commented by tslota, it is a warning/suggestion message telling you "should", not "must" or "have to".