This is occurring because:
1) You've paired a Magic Mouse with your Mac Pro before, or have never removed the factory pairing that comes with the computer (by default, the mouse that comes with the system is already paired with the bluetooth controller in the tower)
2) No other input devices are present that have been successfully recognized.
It's literally telling you to turn on your Magic Mouse, because it knows that the mouse has been paired with your computer at one point or another- but no other input device is present, so it's assuming that you need to turn that mouse on to continue.
-SC