Need some information please

I know it is not good (but also not the end of the world) if I am slightly over on my calories for the day BUT what are, if any, the consequences of being over on say protein or carbs or any of the other headings that we are tracking?

I still have my dinner to eat yet and although I have adequate calories/carbs/fat/fibre/sodium left I have 0 (ZERO) on protein and I honestly don't know if that is good or bad.

I still have one more exercise to do today but whilst I know that it will increase my calorie allowance for the day I do not know if it will also increase my protein intake thereby leaving me with some protein to consume in my dinner!

Sorry to ask but if I don't ask I will never know.

Thank you.

This how obsession and poor relationships with food start. Use these figures as a guide. They are not set in stone and they are all based on estimates anyway as is your exercise calories. Stay near your reasonable calorie goal and keep an eye on your macros but don't obsess about every little gram of protein as that way madness lies. Look at the whole big picture and the trends.

Good luck

Good to ask and learn.
I can't give you a definitive answer. It really depends on your goals and how your body reacts. Many people think that MFP's targets for protein are a bit low, so going over on those without going over on your total calories is probably fine. Similarly, fiber helps fill you up and serves many healthy purposes, so again, going over may even be good. Going over on water or vitamins and minerals is also usually fine. (I'm not talking about eating triple the amount. Almost anything taken to extreme is bad for you.)
In general you should be more concerned about going over on sodium and saturated fat as most of us eat more of those things than are healthy for us, and MFP's recommendations are sufficient.
It seems that fat and carbohydrates are targets you can exceed occasionally, but watch for trends. Different people experience these macro nutrients differently. And from what I see on the boards here, some have more difficulties when they exceed them than other people. All three macro nutrients (fat, carbohydrates and protein) are necessary, but an imbalance can contribute to cravings.
Oh, and sugar… many very health, nutrient-dense foods like fruit and vegetables contain sugar. So many people don't worry about MFP's sugar recommendations as long as the majority of their sugar is coming from foods like that.
Again, it will also depend on your goals. For example, if you're trying to lose weight, additional fiber, protein, and water can help with reducing some cravings. On the other hand, if you're trying to run marathons, you need to eat the foods that will supply energy at appropriate times.

(Edited to add a missing word and to say that I agree with the commenters above that as long as you're not way off the MFP targets, don't worry about it -- especially if you're new to this, you'll need to play around with it a bit to find out what works best for you. I've collected some suggestions here: http://www.myfitnesspal.com/blog/Robin_Bin/view/how-to-use-myfitnesspal-427993. Good luck!)

If you're using MFPs #s then think of protein and fiber as minimums to hit. I don't even bother tracking sugar.