Wow. There is a lot of misinformation in this thread.
DJI's system have a built-in GEO Zone feature which, in increasing order of severity, will merely warn you when trying to fly in some areas (Warning Zone), or require you to self-authorize to indicate you accept full responsibility (Enhanced Warning Zone), or self-authorize when logged with your verified DJI account (Authorization Zone), or may limit the height at which you can fly (Altitude Zone), or require you to contact DJI directly with documented proof that you actually are authorized to fly (Restricted Zone).
The least restrictive is the Warning Zone, requiring no further action of the user. You've been Warned, proceed at your own risk.
The most restrictive is the Restricted Zone. Your drone cannot take off within such a zone, and will be prevented at the boundary from crossing into such a zone. If you somehow managed to get your drone flying inside such a zone and it gets a good enough GPS signal to realize it's inside the zone, the drone will auto-land.
GEO zones will
never trigger an automatic Return-to-Home. The warning you see is to inform you that you are taking off near a geofenced zone which
may result in interference with an automated RTH, possibly
preventing your drone from returning home.
For example, if you fly outside the perimeter of a GEO zone around to the far side of that zone and then, for whatever reason, lose your control signal, the drone will try to fly a straight path Home. If it encounters an unauthorized GEO zone along the way, the drone will stop as though it hit an invisible wall and be prevented from entering that zone. Unless you can recover your control signal and safely steer the drone around the GEO zone, it'll just sit there until the battery runs out forcing an auto-landing wherever it's currently at.
You can (SHOULD) always study your chosen flight area to identify possible conflicts using the online
DJI GEO Zone Map, or simply bring up the map display in your Fly App screen which shows the same thing!
It's also very important to note that DJI's GEO zones frequently do not correlate accurately to actual legal FAA restrictions. Just because DJI allows you to fly in certain areas doesn't necessarily mean it's legal to fly there. In other cases, the FAA might say it's perfectly legal to fly here, but DJI's system will step in and prevent your drone from taking off, or you can find your drone suddenly bumping into a mysterious invisible wall.
Always check the GEO Zones in your area before flying.