Windows 10 automatically installs updates. You're not given any choice in the matter. (Actually there is a 'workaround' that disables the function but it's not worth going into it here).
Some updates need to make registry changes which can only be implemented when Windows restarts, so it's essential that your computer is restarted after such updates have been downloaded. Recognising that people won't want their computers to restart when they're in the middle of writing their novel, or watching a movie online, Microsoft have designed Windows 10 to only restart when it's unlikely they'll actively be using their computers. However, if they're really paranoid about security threats, they might prefer to restart your computer without waiting until then.
So all that you're seeing is a message saying:
"Windows 10 has just downloaded an update but can't install it until your computer is restarted. We'll make that happen automatically during a 'quiet time' later on but, if you prefer, you can make it happen straight away".
No big deal!