Actually found it out. Go into
Preferences
Move & View
Teleports
Click "Always show the Teleport cancel button"
Then log out and then back in and the option will be back on asking "Are You Sure?"
I accidentally clicked the "Don't show me this again" box in the Teleport "Are You Sure" box and I can't figure out how to turn it back on.
Anyone know how to turn the "Are You Sure?" box back on for the Teleport?