When composing a new message in Direct Mail, avoid pasting in content that you copied from emails in your inbox that were sent with Direct Mail. It's okay to copy and paste content between messages inside of the Direct Mail app. For example, copying content from messages in the Messages tab or Reports tab is just fine. But copying content from your inbox is discouraged.
When Direct Mail sends email to your mailing list, each message is customized for the recipient it is being sent to. This customization can include things like adding tracking data so Direct Mail knows who opened the email and/or clicked a link. If you copy this customized content from your email client's inbox and paste it back into Direct Mail as a new message, Direct Mail will alert you to the problem and strip out the customized content. If Direct Mail did not strip out the customized content, you could run into problems where new email campaigns would count as "opens" for old email campaigns.