I can't remember getting this warning. I am guessing from the text of the warning. Depending on your settings during course backup and restore, question categories may get doubled. The reason is that the question categories are not necessarily tied to courses but have a separate hierarchy.
So the worst thing that would happen is that the teacher of that course will get some question categories copied. If the course does not contain very much (quiz) questions, he might have to delete the duplets manually. If you want to be sure, you need to ask in the Quiz forum (or request the moderator to move this discussion to the Quiz forum).