I can now see results in my analytics page so apparently I just needed to wait.
Google should do something about that warning, it can be misleading.
Update: An interesting thing I’ve noticed which may also help, Google Analytics web interface doesn’t show data from the current day on default. In order to view the data collected from the current day, you need to click on the date range picker on the top-right side, and select the current day from the Calendar (or Today from the combobox).