The real question is - did it ACTUALLY crash?
This message is generated when there is a left over temporary lock file in the system. This *can* have been created if max crashed while loading OSL shaders. It can also be created if:
a) You aborted max startup for some reason
b) You started multiple max concurrently
c) Other harmless situations I can't think of
If that's the case, you can just ignore the message and move on. It should not appear again.
There is also a false positive with this situation that can occur if your user name has unicode characters in it in some early versions of max 2019. IF you have this problem, the message will uselessly show up every time you launch max, even though max never actually crashed. This is an error in the logic to find the lock file, where the unicode characters in the user name path is confusing the lock file deletion code. This causes the file to remain incorrectly, and will incorrectly be interpreted as if max has crashed - but it never did crash. This problem is fixed in max 2020 (and I think in 2019.3 too).
If you have this problem, you can work around it like this:
In your windows explorer, go to %localappdata%\autodesk\3dsmax\2019 - 64bit\ENU\en-US\plugcfg\
If you find a file in this directory called OSL-Crash.txt then delete it.
In this folder, create a new folder named "OSL-Crash.txt"
This should fix the problem.
/Z