while maintaining receipts for the lot item, I am getting error
'Lot from a different order'
Can anyone tell why?

Well the message tells that lot number is assigned to a different purchase order if it is purchased item or production order if it is a manufactured item. Each lot is tracked to an order, hence assigning same lot to muliple, and may be item is flagged as lot by unit.

This message comes when your valuation method is Lot Price and the item is lot controlled.
Example: Item A is lot controlled, and valuation method is Lot Price.
There is a purchase order say pur1 for item A whose lot size is XX and lot price is 10 INR
when this is received in the form of receipt, the lot price for this size gets updated as 10 in lot tables.
Now for the same item, if there is another purchase order for the same size and price, at the time of receipts, system checks the lot tables and finds a record already available with different purchase order, hence it pops up this error.