New Site Builder Warning Message
Using Jamroom
You will not lose anything - that message means exactly what it says:
"This URL is currently mapped to the User Profiles module "index.tpl" template."
This means that the URL you are Viewing is currently being generated by the User Profiles index template (index.tpl)
"If you create this new Site Builder page, it will show instead of the template."
This means if you say "OK" and create the site builder page, then your site builder page will show instead.
"If you delete the Site Builder page, the template will show again."
If you later decide to DELETE the site builder page, the Profile index will show again.
Let me know if that helps.