"Add a website to the whitelist" can have different meanings depending on your situation. (By the way, if you came here looking for an answer to why you're seeing "from around the web"-type ads and other "native advertising," please see this article: Why am I suddenly seeing Taboola, Outbrain, and Google ads?)
AdBlock is improperly blocking your website
If something on your site is missing or doesn't look right with AdBlock on, or if AdBlock is preventing your site from loading, it's probably not AdBlock but a filter list that's causing the issue. Please see this Knowledge Base article for some suggestions: A web page looks wrong with AdBlock on or AdBlock is blocking something that isn't an ad
Your website contains ads your visitors want to see
Filter blacklists see the world in black-and-white terms. If they find an ad or even an image with the word "ad" in the file name, they're going to block it. If your ads are non-intrusive and promote products that are relevant to your site's visitors, you can apply to the Acceptable Ads whitelist.
You want to whitelist a site you love
Great! We're all for supporting great sites by allowing their ads to appear. There are several ways to tell AdBlock where it's okay to show you ads.