Why does GSEA use a false discovery rate (FDR) of 0.25 rather than the more classic 0.05?
An FDR of 25% indicates that the result is likely to be valid 3 out of 4 times, which is reasonable in the setting of exploratory discovery where one is interested in finding candidate hypothesis to be further validated as a results of future research. Given the lack of coherence in most expression datasets and the relatively small number of gene sets being analyzed, using a more stringent FDR cutoff may lead you to overlook potentially significant results. For more information about gene set enrichment analysis results, see Interpreting GSEA in the GSEA User Guide.