Electronic – Quartus II: Customise compiler messages

You need to find the pin mappings in the project and update them so that you are using the "new" pins in your new project. Quartus has a GUI for this sort of thing.

I'm surprised it builds without that, but it may have just selected a random set of pins for you.

You'll need to get the pinout for the new board and decide for yourself which pins youwant to connect to which of your design signals.

edit: A link to the pin mappings is available at the bottom of this page (the QSF file): http://www.altera.com/education/univ/materials/boards/de2-115/unv-de2-115-board.html

This is definitely a Quartus II issue. I'd suggest you you delete state from the simulation display and re-add it insuring it matches Figure 29 on Page 29 of the tutorial you provided the link for, above.

I wrote a test bench that reproduces the waveform from the book. You can use it to insure the arbiter works as intended even if you can't display state:

library ieee;
use ieee.std_logic_1164.all;

entity arbiter_tb is
end entity;

architecture foo of arbiter_tb is
    signal clk:        std_logic := '0';
    signal reset:      std_logic := '0';
    signal r:          std_logic_vector(1 to 3) := (others => '0');
    signal g:          std_logic_vector(1 to 3);
begin
CLOCK:
    process 
    begin
        wait for 50 ns;
        clk <= not clk;
        if Now > 1150 ns then
            wait;
        end if;
    end process;

DUT:
    entity work.arbiter
        port map (
            clk => clk,
            reset => reset,
            r => r,
            g => g
        );

STIMULUS:
    process
    begin
        wait for 51 ns; 
        reset <= '1';
        r <= (others => '1');
        wait until rising_edge(clk) and g(1) = '1';
        r(1) <= '0';
        wait until rising_edge(clk) and g(2) = '1';
        r(2) <= '0';
        wait until rising_edge(clk) and g(3) = '1';
        r(3) <= '0';
        wait;
    end process;

end architecture;

And this is as close as I could get with ghdl and gtkwave:

If re-adding state didn't work you'll need to find Altera specific help.