The warning you're seeing indicates that your company has Class Tracking enabled in your QuickBooks Online settings. Someone may have activated this feature by going to Settings > Account and Settings > Advanced > Categories, and you've also selected the option Warn me when a transaction isn't assigned a class.
No worries, this prompt is completely normal. It only serves as a reminder that one or more line items lack an assigned class before you save the transaction. You can either go back and fill in the missing class fields or click Yes, save anyway if you don't need to assign a class to that transaction.
If you'd pick the latter, the transaction saves normally, and no data is lost. The only thing to keep in mind is that these entries won't be tagged to a class, so it won't show up if you run a report filtered by classes later on.
I'll share this article if you want to learn more about the Class tracking feature in QBO: Turn on class tracking.
Please let us know if there's anything else we can clarify for you. We're always happy to help. Have a wonderful day!
