I can create this error on demand on my 6120 Classic. Very easy:
1) Enter the calender mode.
2) Delete all entries and alarms before current date (just for the purposes of ensuring there are actually no alarms that could have been missed).
3) Enter a new alarm today, say 2 hours from now. Set the alarm to go off 1 hour from now (the times can be anything in the future, so long as you can complete the rest of these steps before the alarm should go off).
4) Turn the phone off.
5) Turn the phone on.
6) Enter the calender > "1 or more alarms missed due to time change"
If you create the meeting with no alarm, you don't get the error. If you create a memo or any of the other calender entry types, you don't get it. You get the error with the steps above and NO other entries in the calender. It is independent of using "network operator time" and independant of any of the "sync" options for the reminder. I have on occasion have the error come up without having to restart the phone, but I believe that was when the day has gone from yesterday to today with an alarm set to go off today, and it'll show the error the very next time you enter the calender in this situation.
I went to the place I bought my phone and asked for a free swap (seeing as I bought the phone within 30 days), and the new phone did exactly the same, first time. I kept the old one, and will be giving it to the local Nokia Care shop tomorrow. WHEN (not if!) they can't fix it (seeing as I have the latest firmware, and even another brand new phone did the same error in 10 seconds flat), Nokia will have to make a new firmware! Hopefully you guys with the 6110 can recreate the error in this exact same way - I assume yours run on S60 too.