What to do about "File 'Array' presents a security risk and should be deleted." on 4.7?
CiviCRM is not warning you about a file named Array.php, the confusing error message is because it's rendering a PHP array to a text string.

I've opened an issue in JIRA about this and submitted a suggested quick fix: 

CRM-17909: File 'Array' presents a security risk and should be deleted.

It looks like the fix is as simple as adding [0] as shown in this Github commit.

If you can test the fix from that issue on your site, and confirm that the error message shows a more helpful result when you've done so, that will help us get the fix into the next 4.7.x release.