Hi,

Last week when I was taken of at 3.000m ASL there was a warning about taken off at this height.

What could be the extra risk taken off that high?

probably low air levels which will make the drone perform worse and making it go slower but u should be fine i flew my mine se at around 2400m on a mountain and it was performing fine and it didnt give me any warnings

Your drone has a service ceiling of 4000 metres, so it would have had no problem at all at 3000 metres.
The message was just an unnecessary cautionary message.

At very high altitudes, the drone's performance will be affected and it will not have as much lift or fly as fast.

Hi there. I hope you're doing well today. This is normal. When the aircraft detects that the flight altitude reaches 1,500 m or above, a warning will appear stating “High altitude. Fly with caution” on the DJI Fly app beginning in v1.0.4. Flying the aircraft in environments where altitude exceeds the maximum service ceiling above sea level is not recommended. The higher the altitude, the thinner the air density. At high altitude areas, the thin air density will affect the propulsion of the aircraft, which causes the aircraft power to overload, the altitude to drop, and the flight to become unstable. Have a great day ahead.