It's not likely a critical problem. When you previously installed Homebrew it configured your shell to automatically include Homebred-based apps in its $PATH - the list of directories it searches when you don't specify one.
When you removed Homebrew, you deleted this directory, but you didn't update the shell to no longer look for it.
You should have used the Homebrew uninstall script to remove Homebrew, rather than just deleting the folder..
Either way, there are several paths forward:
Simplest - create the directory it's looking for. Even if it's empty, it will satisfy the startup script to where it doesn't complain any more. To do this, just run:
sudo mkdir -p /opt/homebrew/bin/brew
Alternatively, edit the shell startup script to no longer reference the homebrew directory in the. $PATH variable. There could be a couple of places this is set, so it might take a little digging to find the right place.
Or re-install Homebrew, then use the official uninstall script which should take care of this cleanup.
Or just ignore it, since it's not directly causing any problems.
Your choice.