"Total spin conservation" means global $SU(2)$ spin-rotation symmetry (a continuous symmetry) of the Heisenberg model, and "spin wave" indicates an ordered ground state that spontaneously breaks the spin-rotation symmetry.
Thus, according to Goldstone theorem, there must be a gapless mode for spin wave.
This post imported from StackExchange Physics at 2014-08-22 05:06 (UCT), posted by SE-user K-boy