compilation-skip-threshold is a variable defined in `compile.el'.
Its value is

Compilation motion commands skip less important messages.
The value can be either 2 -- skip anything less than error, 1 --
skip anything less than warning or 0 -- don't skip any messages.
Note that all messages not positively identified as warning or
info, are considered errors.

You can customize this variable.

This variable was introduced, or its default value was changed, in version 22.1 of Emacs.