When you are in a busy area this icon will often show:
You are in a Multi Layered Area.
For example, if you are in Frostbluff and want to be in a snowball fight quest with kinnies, this can be a problem. Or in Bree just hanging around with friends.
Luckily it’s very easy to get to the same layer. Like the message says, set up a fellowship and then click on the icon. The following popup will show. Click yes and you will be transferred to the layer of your fellowship leader.