Patterns and Swatches

This is about later editing of your pattern.

What you can do before clicking on "Done" with your pattern: Select all of the elements in the pattern and Edit > Copy.

Then after leaving the pattern editing mode: paste. That way you save the objects in case you want to do some thourgh editing later on.

You can edit the pattern later, but maybe not in the way you would like. And copying them before exiting pattern editing helps with that.

What happens if you click OK?

If you cannot continue you need to inspect the individual elements before you make a pattern and try to expand them if they are of the type described in the warning.

Which version of Illustrator are you using?