I think it's what "dgls.keough" wrote; in adittion I found these in the dictionary : "Mind the gap" is a warning to train passengers to remind them of the sometimes significant gap between the train door and the station platform. It was first introduced in 1969 by the London Underground rapid transit system. Some station platforms on the London Underground are curved. Since the cars are straight, the distance from the platform to the car at certain points is greater than normal, and the phrase "MIND THE GAP" is painted on the edge of such platforms. A recorded announcement is also played whenever a train arrives at a station, consisting of "Mind the gap" repeated several times, followed by "Please stand clear of the closing doors" and "This train is now ready to depart".

In what context? Well when I was in London, that expression is known to mean "watch out for the hole between the train and the platform"