Well, for a game engine it wouldn't really be an issue, unless you wanted to import code from or to a GPL project.
Originally Posted by oibaf
Linking, which is something that is done the majority of a time with a game engine, can be done with software under any license, from the public domain to proprietary.
Also AgustinCordes, if you were considering making your code available to the greatest audience, you could dual license your project under the CDDL and the LGPL v2.1
That would ensure that your code can be used in GPL projects, if that's what you want.