message as follows Your phone might not be protected

You subscribed to a scam calendar somehow.

See here to find and unsubscribe from it: How to unsubscribe from calendars on your iPhone - Apple Support

Also report it as junk as explain the same link.

Message from where? In Safari? IMessage? Mail?

It is going to be a scam though, do not provide any information or pay anything

Such messages are almost always scams.

Where are you seeing this message exactly?

If in a web browser window when viewing websites, then you can safely ignore it.

It’s appearing in my calendar. How do I get rid of it?