The oddball colors threw me at first, too -- they're new to FM 8, they're not coming from Word. To test this, open FM, open a brand new, empty FM document, and look at the colors defined in it.
The reason you're getting the color definitions messages now is that your older files from FM7 don't have the same colors as the newly updated TOC or IX file(s) that you've created in FM8. Riley's suggested procedure will import the new colors into the old files and you should then be OK for those files. You'll have to do this for any book where you have some files that are originally created by FM7 though.