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בס"ד
"Rabbi Ishmael says: [They died because] they had entered the sanctuary after having drunk wine. The proof is that after their death, [Scripture] admonished the survivors that they may not enter the sanctuary after having drunk wine."- Rashi to Vayikra Chapter 10 verse 2 (Parshat Shemini).
But why would Hashem punish someone for something they were not warned about previously. How would they know?
There is another approach that can be taken regarding the death of Nadav and Avihu. Rather than seeing it as a punishment it can be regarded as a consequence. The difference is very subtle, but this perspective can give us a possible answer:
Rashi brings up Rabbi Ishmael's opinion that they died for having entered the sanctuary intoxicated by wine, but Rashi also mentions Rabbi Eliezer's opinion that they died for giving halchic decisions in front of their master Moshe. The connection between these two opinions is not obvious, but we can find the clue to their relationship with the following Gemarah: "Wine enters, secrets emerge" (Eruvin 65a)
Nadav and Avihu drank in a holy fashion, so much so that through their drinking wine (yain nichnas sod yotzeh), they were able to achieve a tremendous level of divine love and revelation, and that is why they were able to give halachic decisions in front of Moshe.
So why did they die? What was their mistake?
It is explained in Chassidus that there is a connection between the death of Nadav and Avihu, and the story of the Four who entered the pardes:
"The Talmud (Chagigah 14b) relates that four sages "entered" the sublime sphere called Pardes, "Orchard," but only Rabbi Akiva emerged spiritually and emotionally intact. In the words of the Talmud, "Rabbi Akiva entered in peace and left in peace." By describing the manner in which he entered [which does not seem to be pertinent to the story], the Talmud implies that his peaceful emergence was the result of his peaceful entrance. i.e. since his initial motivation for entering the Pardes was predicated on selflessness and the intention of "shov", his "ratzo"came to a positive conclusion." (Likutei Sichot vol. 3:990)
So Nadav and Avihu's intense desire to cling to the divine resulted in their death, calot haNefesh, through achieving such intense revelation of the Divine their bodies were not able to continue to keep functioning. And that was the consequence rather than the punishment that resulted in their death.
Nadav and Avihu's mistake was not taking into account God's desire, they wished to cling into the divine and transcend their physicality. But God desires that we learn Torah and perform Mitzvos, and to do that we need to be alive in a physical body.
For further reading and sources check:
http://www.chabad.org/kabbalah/article_cdo/aid/379504/jewish/Drunk-on-G-d.htm
http://www.chabad.org/kabbalah/article_cdo/aid/380400/jewish/4-Who-Entered-the-Orchard.htm
Your assumption is that their death was a "punishment" for their actions rather than a consequence of their actions.
There is a difference. If you jump off a cliff or the roof of a high building it is likely you will die. Maybe nobody warned you but that will still be the consequence of your action.
As they were not instructed to enter the Mishkan at that point there was no need really to issue them with the warning yet. The warning / instruction would normally come with the command to enter.
Some Rabbis do also bring up other reasons that may, by themselves, have been worthy of a "punishment" too. (In particular, not consulting their Rebbe (Moshe) first. They should have gone to Moshe and said "We would like to bring whatever personal offering.." and he would probably have replied telling them what they can and cannot do as personal offerings). I've also seen a comment that they incorreectly "gazed" at the Shechina when they went up the mount with Moshe and Aharon and were deserving of death at that time but the punishment was suspended. (Maybe they had been warned about that one).
Remember that ALL the laws were given to Moshe at Mount Sinai. The Halacha had been given, although it was then repeated directly to Aharon.
