"NSFW" is Internet slang for "Not Suitable for Work." It is used as a polite warning to indicate that the contents of link or message is not appropriate to be opened or played at work.
How It's Used
"Over the weekend, he released 'I'm So Wavy [Too Hardcore to be a Jay-Z]' an inconsistent but catchy attack on Jay-Z (note: all links are to songs which are almost certainly NSFW and which you might find offensive; you've been warned)."