Warning: No xauth data; using fake authentication data for X11 forwarding.
appears to be harmless. However, it is annoying. It arises when you have no xauth data!
displays all your xauth data. If there is no entry for your local display — which looks something like
localhost/unix:0 MIT-MAGIC-COOKIE-1 026666083d4e480d3e77544949281b49
you can generate one using the command
xauth generate :0 .
This creates an authorization using the MIT-MAGIC-COOKIE-1 protocol. Clients that connect with this authorization will be untrusted.
The period "." is part of the command; "untrusted" is probably what you want.
However, for some operations you need to connect as a trusted client. In case of problems, try using the command
xauth generate :0 . trusted
see man xauth or the X11 Security Extension Specification.