I often see little warning triangle like that in Photoshop Panels. I the normally is means the panel or contents need to refreshed or updated. Try clicking in the panel in the little square next to the triangle. See if the panel updates, color perhaps change and triangle go away.
When I click in the square then the hue cube updates to that color. but when I try put it back to the color I want then the triangle pops up again.
The triangle is warning that the colour you have chosen is out of gamut for the CMYK working space. So you may have trouble on converting it.
If you are seeing that on screen are you:
a. Working in CMYK mode (Check Image -Mode) ?
b. Working in RGB mode but with Proof Colours checked in View -Proof Colours? If so -uncheck it.
Yes thanks. Proof colors was checked on.