On a number of occasions I've been getting this message, even though its the first time I'm opening the project and only one instance of the Editor is running. I've just been replying Yes, and so far everything has been ok (no data corruption)
What is the reason for this seemingly false message?

idk but me and my friends have the same one =p

Same here.

I only get it if somehow the editor has crashed while working on a project or exited through taskmanager. eg the previous instance never shutdown properly leaving the project marked as still being used.