your system is infected with 3 viruses scam

I keep getting this bogus AppleCare scam page popping up in Safari stating that my system is infected with 3 viruses. That traces of phishing/spyware were found. That a trojan virus e.tre456_worm_osx was found. I realize this is a scam and I did not click 'scan now' button. MANY people have reported this. The response many people have is to install Malwarebytes. That I did but that made no difference and I keep getting this several times a week. Some have said this has something to do with cookies and they could be removed. That can be done in Safari preferences. Individual cookies can be removed or all of them. I don't want to remove all of them because some are useful. The question I have for this community is - which of those cookies is implicated in this scam?