Turn on the HUD (Shift+H) and hover the cursor over the component. The HUD should give you some text describing the error. Or run design rule check and look at the report. If you change your design rules such that whatever violation is shown isn't a problem any more, you may need to do Tools > Reset Error Markers to clear the existing green Xs.
I usually just turn off room generation (Project > Project Options > Class Generation tab) unless it's a multi-channel design, otherwise I find rooms are generally more annoying than helpful.