Deprecated Method for adding a new object to the [object] EntitySet. Consider using the .Add method of the associated ObjectSet property instead.

This is a message shown when using old method to Add objects to entity.

The old way (deprecated) of inserting a new record to database using Entity object was as below:
using (Entities entities = new Entities(entityConnStr))
{
   //....
  //.....
  entities.AddToMyTable1(myTableObject);
  entities.SaveChanges(); 
}

New way to Insert/Add records is as below:
using (Entities entities = new Entities(entityConnStr))
{
//....
//.....
entities.AddObject("MyTable1",myTableObject);
entities.SaveChanges();
}