You might want to try something like this
Declare @msg varchar(8000),
@TargetData varchar(max)
Set @TargetData = "Target Project Name"
Set @msg= 'Are you sure you wish to copy the following records to: ' + @TargetData + '?'
SELECT @msg = @msg + CHAR(10) + SourceKey + ' [' + SourceID +'] '+ SourceComment
FROM (
SELECT DISTINCT SourceKey, SourceID, SourceComment
FROM #TempSourceOutput t2) t
ORDER BY SourceKey