Another possibility:
As you're probably aware, fraudsters send out millions of emails saying things like "There's a problem with you Nationwide account" without knowing whether the recipients will actually bank with Nationwide or not (but knowing that at least some of them will, and might fall into the trap set by the fraudsters).
Similarly, fraudsters also get malware to generate fake messages about popular software, again without knowing whether that software will actually be on the computers they've targeted (but knowing that lots of people will be using it anyway). If the message you're seeing has something like 'Click here to fix this problem' I'd be very concerned by it. Even if hasn't got such a link attached it might be the precursor of lots more message which will all be designed to trick you into thinking that there's something wrong with your computer (and the later to click on a link to 'fix' it).
I'd definitely recommend running a scan with the free version of Malwarebytes Anti-Malware:
https://www.malwarebytes.org/antimalware/
(When installing it, take care to de-select the pre-ticked option to take a free trial of the 'Premium' version).
Also run a full scan with your anti-virus software.
If that doesn't help, I suggest opening the Task Manager as soon as you start your computer (via right-clicking on the Task Bar at the foot of your screen). Click on the 'Processes' tab. (If you see an option, at the bottom left, to 'Show processes from all users' click on it). Maximise the window (so that it fills your screen) and then minimise it down to the Task Bar. Use your computer normally but, as soon as that message appears, maximise the Task Manager window again. Look down the 'CPU' column to see if there are any really high numbers (probably in the 80s or 90s) against anything other than 'System Idle Process' (which is meant to be high). If there is a high number there, make a note of what the process name is let us know what you've found. (Note: You need to open your Task Manager
before the message appears as high CPU usage can make it almost impossible to open it later).