"I create the essays in Pages, then export them as a Word document. If I then reopen the Word document using Pages, I always seem to get the error listed in the thread title."
The term character used in a character coding context denotes a semantic entity without spatial properties and the term character used in a glyph composing context denotes a stylistic entity with spatial properties. Apple was co-founder of the Unicode project, but that does not mean Apple technical writers distinguish according to the Unicode character-glyph model -:).
If the alert refers to an event in a glyph composing context, then you should check that you have not applied a stroke weight or stroke colour to the type you are setting. As Apple Pages supports both Apple TrueType 1, Apple TrueType 2 and Microsoft's extension to Apple TrueType 1 which is called OpenType, Apple Pages supports typographic features that Microsoft Word does not support.
If the alert refers to an event in a glyph composing context, it is also possible that you applied automatic line layout using the Apple Typography Palette which provides different layout capabilities for different Apple Advanced Typography and Microsoft OpenType files of type, and that these features are not supported by the export/import direction into Word or the export/import direction back into Pages.
If the alert refers to an event in a character coding context, then the alert should be rewritten as it makes no sense to speak of stylistic attributes in relation to semantic entities. In other words, someone should rewrite that alert string for Apple Pages.
Best wishes,
Henrik