[z3r0]

I added a note in my Registration -> "register" template.

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<p class="description">{vb:rawphrase enter_your_username}</p>

and add your message after {vb:rawphrase enter_your_username}

This is mine (screenshot attached)

<p class="description">{vb:rawphrase enter_your_username}<br />Note - Only A-Z 0-9 characters and spaces are allowed, user names with non-alphanumeric characters will not work.</p>

Actually now I think about it, editing the {vb:rawphrase enter_your_username} phrase may be the easiest option.