There has been some debate over whether this should be logged at WARN level.
At the very least, we can improve the message: it should explicitly mention session.execute("USE <ks>") (setting the keyspace at init time is not an issue), and explain the problem better, namely: the keyspace change will affect all requests on this session instance.
About the level, I still see some value in WARN, because in my opinion session.execute("USE...") is never the right thing to do in any serious application, and if someone does it it's most likely a misunderstanding of how the driver works. Also the message can be disabled via warn-if-set-keyspace in the configuration if you really know what you're doing. Other options include:
log at INFO or DEBUG
still log at WARN, but default the config option to false
do nothing. When other requests expecting the old keyspace blow up in the user's face, they should eventually figure things out.