I think in order for anyone to properly answer this question you would need to provide more context and narrow your questions. (Context is King in UX)
When you say the users will be creating some content you need to examine the scale of that content.
Ask yourself: "How much effort is going into the content they are creating?"
If you think your users would be upset if they lost that work the went into that content's creation then a warning that might save them that frustration is justified.
When you say how annoying will this warning/alert be? This is entirely contextual and will depend on the presentation of the warning/alert.
Ps warnings and alerts are different things and you should examine which it is you actually need here.
I think before anyone will be able to provide you with an applicable answer you need to reexamine the problems you are trying to solve and ask more specific questions.
Otherwise, you are just asking for someone to do your job for you, without giving them enough information to do so.