After some disk changes on one VMware ESXi host i met this error:
"No coredump target has been configured. Host core dumps cannot be saved".
My changes were to remove every local disk on the ESXi host. ESXi installation was made on a SD memory card, therefore there's no room to place core dumps. And this is why ESXi host gives you this warning.
Apparently you must have a local disk in which have a partition to reserve for core dumps, but searching on the web i found a solution for my needs.
With this solution i can continue to have core dumps (even if i can live without they ;-) ) without having local disks.