This warning appears when you have a one type declaration that contradicts another (one says "class", the other says "struct"). Given the one definition rule, all declarations except for at most one must be forward declarations. The warning will generally indicate that a forward declaration of a type is wrong and is usually a simple typo and should be fixed. In this case there should be no side effects, but you really should fix it.
There can be, however, some very nasty things happen if you have type name clashes (perhaps caused by using "using namespace" clauses or global namespace pollution). These warnings could be indicating that you are mixing headers from two different libraries and the type names have clashes. Code compiled under these conditions could do some very unexpected things.
My advice - understand why the warning has appeared and fix it. If the warning is in a third party product, insist that they fix it.