How to stop the annoying popping up message that I go not have enough space in the iCloud?

IF you really want to that.

settings> your name> icloud - turn off everything, FYI you may lose data doing that, but at least you won't get the annoying pop up, so you decide what is more valuable.

Buy more icloud storage, or stop syncing or backing up to icloud, there is no settings to turn it off.