From another campaign??

message..
"Your party has characters from another campaign. Are you sure you wish to enter this mission?"

Is there something wrong with taking characters from another campaign?
What is the point of this pop up?
How could taking characters from another campaign hurt me?

hmmm... never had this sort of pop up, no clue what it means...
there is no problem with taking people from another campaign as long as they've catched up the storyline on the campaign you're currently in...

That will only appear if they're from another campaign AND the mission is a 'beginner island' mission (for Prophecies, this is Gates of Kryta and missions prior to that one).

By accepting it, all characters playing that mission receive no mission rewards (xp, gold, skill points).

That's all.

No, you still get the xp, skill point, etc. What it means is that you are doing a mission that happened in the past compared to where someone from another campaign comes in. It was there in case someone started in say Factions, then went back and did Nolani Academy. By the time they come into the game from factions at Lion's Arch, Prince Rurik is no longer with your party, but he is in Nolani. It was a way of telling people that someone may miss out on a important storyline out of order or something.

Your reasoning is flawed. When they first allowed access to the beginner island missions, you gained no mission rewards, and that was your only warning (a foreign character is in the party!). The reasoning was that the timeline wouldn't have allowed you to exist there at that point in time, since you were somewhere else. AFAIK, you still get no mission rewards UNLESS you're a foreigner in Elona, where you DO get mission rewards for beginner island missions, since technically, you could have gone there before the call for help.

Until a certain point foreign characters get no XP or skill points or cash rewards for missions they do and can't pick up quests. This is because those things happened prior to where you fit into the campaign....

This is simply trying to tell you these things happened in the past....

Tyrian's come into Cantha and join for getting to Vizunah Square.... go to the starter island and play Minister Cho's estate and you will get this... as it's earlier in the story line as far as your concerned.... you get XP for kills and loot in it, but not rewards for completion