Apparently your CPU is not officially supported by that board, as the board is only showing a 2400S. But you say you are confident it's a 2400, because it's default clocked at 3.1 GHz, so I'm convinced you're actually running an i5-2400 in an officially unsupported motherboard.
If that's the case, like Themastererr said, congratulations, you did a thing.
If it's actually working, it's possible the board might not be able to cope with that CPU properly, or the board was flashed to support it, but was never reflected on their website to show that's the case. I'm suspecting the caps that supply direct power to the CPU might be the first thing to fail if that CPU isn't supposed to be supported, but you can just ride with it and see how it works out for you in the end.
The CPU isn't what's going to overheat, the CPU is cooled by the cooler you put on top of it. Speaking of that, you DID use thermal paste, right? You put thermal paste on top of the CPU just before you put the cooler on. The way I do it is I put a pea drop in the middle of the cpu, and then I lower the block onto it and squish it back and forth to try spreading it out and to get any possible air bubbles out.
What they're talking about overheating/failing, again, is the capacitors on the board supplying the power to the CPU. There will likely be NO performance difference, but who knows if the motherboard will keep up for years to come.