Roblox gave me a warning I don't understand, can I appeal it?

A warning on its own doesn't restrict anything, it's a note on the account. What matters is not stacking them, repeat ones escalate into temporary bans. If it's genuinely wrong, appeal. If it was fair, let it go, an appeal won't remove it and it fades into the history anyway.

Ignore the chatbot on this. Go to the appeals page while you're logged in (it's linked from the moderation message, or search roblox appeals). It lists the violations on the account, what each was for, whether it was a warning or a ban, and lets you appeal from there. That's the closest thing to an account standing page there is. Roblox doesn't publish a strike count, so anyone telling you "that's strike two" is guessing.