I went to Tuffy yesturday for an air filter and belt inspection and they noted that my transmission needed to be flushed (its a dark almost black color).
I have 25,000 on my vehicle, I've read that Mazda's should be changed every 30K miles or less depending on driving conditions..(stop and go city and highway, parked outside)

What do I need to be worried about because I have heard that there can be major issues with these if they are done wrong.

thanks for any insight!

 

An automatic I assume, since the manual has no dipstick... the ATF starts off red - put it on a white paper towel, you can't tell when it's on the dipstick very well. And has sort of a funky smell if I recall, if it smells burnt it needs changing and could be from slipping clutches or just age.
At 25k you can have it changed, it can't hurt unless they mess something up, and better now since there's time before the warranty ends.
But if it's not low or burnt smelling just follow the manual's suggestion.