1) why is it asking to include the old datasource to include in the transport ?
Probably the datasource version between the dev and prod is not in sync or since a new dso is mapped with the ds and you are trying to move it ...the transformation is new and structure is new for the ds ...that is why it may be asking to capture.
2) what will happen, if we include the datasource in the transport ? while the tr move to PROD, willl the delta gets effected in prod ?
if its a generic then no problem . but if its a standard one , then u need to move only the the queue is emply. delete data in smq1 for that specific extractor , run ip make sure delta records are zero , then move else delta will be disturbed.
3)I have loaded data from the datasource to the new DSO and from DSO to IC, do i need to delete the data in the objects, before capturing the transport. Is it the reason ?
doesnt matter , only structure will be moved. however you should only bother when dso is already there with data and some new infoobject are added ( structure changed) in dev and you are trying to move.. since now structure will be different in this case...transport will fail..