ollydbg puts out that warning based on its analysis
ollydbg during analysis has marked that page as data not code
so data are not supposed to be executed in normal course of things
so ollydbg warns when you are trying to set a break point
which it assumes to be data

you can ignore that warning if you are sure it is code and sure it would be executed click yes and set break point there

now if it was not code and was data
like "helloWorld" and you wrongly set up a break point a messagebox
using that data can look like
hell#world 0 replaced by 0xcc and shown as it is

or may be you have push 401057 and you set a bp on the byte 57

now if this was used as code some where else
mov r32,this bytes
mov thatplace,r32

it would become push 4010cc (coz 57 was replaced by your break point 0xcc
and it was copied verbatim and it will bring disastourous results
like ollydbg warns

hope you understand what i say