fake FaceTime/iMessage popup whenever I connect to the internet

After I put in a wrong password (intentionally) this is what happens. The popup still persists after I turn on the machine/restart it and connect to the internet.

*Note: I doubt I'm the only one who had this happen to him/her. Especially with that phishing email "noreply@email.apple.com" so this might be a good case study.

Since the edit option is not functional..

Please note, the machine is less than 36 hours old. I have nothing of great value stored on it and deleting it to the ground isn't a problem.

My concern is actually going through the process (turn on command and R) and putting in my firmware passcode only to find out later I'm infected with a malware that can reinstall itself after a hard reset (I had such malware before on previous models - impossible to detect or get rid of even by replacing the hard drive).

Can I replace the machine at the apple store? thank you guys.

Hello MrHoffman and thank you for your reply.

It's not appearing anymore (for now at least). The reason I doubt it is real is 1. the looks, 2.even after disabling notifications for both applications and not allowing them on "screen time" with a restriction passcode it still reappeared.

I actually don't mind the popup as it is one of the three indications I have for having been infected with malware of some sort. The other indication is that the password for the email I used as my Apple ID got changed (I use copy and paste for passwords that I don't mind all that much) and clip board is a vulnerable tool. And safari homepage was changed.

My dilemma: is whether I need to wipe the machine clean and start from scratch (getting a new router as well) or if it will be useless and by disabling fire vault and firmware passcode I'm "letting loose" whatever malware there may be. I wonder whether between me loading the remote content (the image) and updating the apps (they didn't actually update) some malicious code was introduced.

Thank you again for taking the time to reply! 😊

NB. As you can easily tell, my understanding is pretty basic. But it is based on a past riddled with router based malware.