You should check your apps and sort by most recent to see if there is anything new that you don't recognize. This sounds like malware on your phone usually caused by a recently installed app.
This could be a real notice or it could be some malware popping an ad wanting you to click. You don't want to click on the ad and get in deeper.
To get rid of this warning:
- You would need to delete the 3rd party software which you installed. It could be an innocent looking game or calculator.
- If deleting all 3rd party software doesn't get rid of it, you could do a factory data reset. This would set your phone back to the original factory software.