Yes. Hers the message I get for the first one, I'm thinking its somehow connected to my iCal? But no reminders show up in iCal and no iCal reminder categories show up in my Reminders.
First check that all your settings are correct, that reminders syncing (calendars on a computer) is checked on all devices (system preferences > iCloud on a mac and settings > iCloud on a iPhone, iPad or iPod). Make sure the reminders you are adding are added to your 'iCloud' account and not an 'On My Mac', 'On My Phone' or other non iCloud account (you can do this by checking in accounts on an iOS device by tapping the icon with three lines in the top left corner of the screen, or the right side panel by clicking on the small triangle to the right of the word 'Reminders' in iCal on a computer), non iCloud reminders will not sync.
If you are sure that everything is set up correctly and your reminders are in the iCloud group, you might try unchecking reminders syncing (calendars syncing on a computer) in the iCloud settings, restarting your device and then re-enabling notes syncing.
It is simply reminding you that you have a reminder that is also listed as a calendar event and asking you or telling you that if you delete the reminder it is also going to delete the calendar event as well. You may decide to not double the event and place it in both reminders and calendar - just one or the other. I myself prefer the calendar and any.do which is a 3rd party app. This could also have to do with your iCal and you might want to check what john posted but it does not seem to be that involved by your screen shot warning.
It is simply reminding you that you have a reminder that is also listed as a calendar event and asking you or telling you that if you delete the reminder it is also going to delete the calendar event as well. You may decide to not double the event and place it in both reminders and calendar - just one or the other. I myself prefer the calendar and any.do which is a 3rd party app.
When I create a reminder in the "calendars" reminder, it does not create a new event in iCal. I thought it was suppose to but something's not working for me. Anyway, I've successfully deleted the calendar reminder in reminders, now what if I want it back?