The audit section showing what your customers search and which pages should win those queries.
Keyword Opportunities connects real search demand to your pages: what people are searching for in your space, and which of your pages is best placed to rank for it (or which page you'd need to create).
It turns abstract keyword data into a concrete "this page should target this intent" plan.
What to do about it
Match each opportunity to a page. If a strong page already exists, the work is on-page optimization; if not, it may become a proposed new page. Either way, the foundation has to be sound for the page to win the query.