Are there any problem to take a backup from SQL 2005, restore the backup on both the principal and the secondary server running SQL2008R2 and activate mirroring between them. It feels like there can be problem as the SQL2005 database will be upgraded when the database is taken online (WITH RECOVER), but the mirror is not taken online. Do you have to take a backup from SQL2005, restore it on the principal, take backups from the principal and restore it on the mirror? It seems to work for most of the database, but we have got one database with inconsistency error and we suspect the issue is caused by this version differences.
Interesting question. My understanding is that the version has to be the same, so given that the principal would be SQL2008R2, and the mirror still at SQL2005, then mirroring would fail to start. But I must admit, I'm tempted to test this, just have to try and dig out a copy of SQL2005 to install....