"Be Careful with this Message" - explained
I sent a message to the Mailing List. Why is my Gmail showing this message when I received a copy?
What happens when you send a message
When you send a message, we deliver it from our servers to all Mailing List Subscribers, including you.
Your email address is in the From: header, so everyone on the Mailing List knows who wrote the email.
Spammers
Quite often, spammers send spam to you that looks like it came from your address. Gmail notices that it's from your address, but it did not come from a Gmail server.
Gmail's reaction
Gmail is trying to be helpful and warn you of a potential problem. Unfortunately, Artificial Intelligence has not figured out the difference between Spam and subscribed Mailing Lists.
What do I do?
You can either ignore the warning or click "Looks safe".
How can I prevent this warning?
To limit or prevent this warning in the future, mark the email as "Not Spam".
Adding the sender to your Contacts list will typically prevent these warnings, as well.