I was going to Glasgow via Dublin from India carrying tier 5 UK visa for 2 months student exchange. Immigration officials didn't stamp my entry neither in Dublin or in Glasgow. Will it be problem? Even though I asked regarding the immigration formalities at Glasgow, they told you have to do it from Dublin and in Dublin no customs or immigration official asked for it. Kindly let me know if this will be problem in the future. I will be returning the same way (via Dublin) to India in April 2.
You've run into a very common problem and one that's documented in numerous places regarding Tier 4 visas but it also applies to Tier 5. As you've noted, entry from Ireland will not cause you to enter via UK immigration. As a result no one will have activated your visa and you will be in the UK technically illegally - the Irish can't do it, and the local UK guys in the airport generally won't do it because you're entering from within the Common Travel Area.
If anyone tries to review whether you're in the country legally this may indeed cause you issues. I would suggest contacting your sponsor or the UK Visas and Immigration contact centre as soon as possible to get it sorted out.
UK Visas and Immigration contact centre details:
Telephone: 0300 123 2241
Monday to Thursday, 9am to 4.45pm
Friday, 9am to 4.30pm