"p" will damage your computer. You should move it to the Trash.
I have gotten the above error message a few times. The very first one said the file was "a". I clicked Move to Trash, then emptied Trash. The next day, I got this one for "p" and clicked Move to Trash. When I went to Empty Trash, it was empty from having been emptied the prior day. "p" was not in Trash. I got this one again today, so now I'm looking for solutions. I have seen another discussion about this and will do my best to follow the instructions in that and post screenshots of the folders here.
MacBook, macOS 10.15