Hacked/Malware?

I was browsing the web the other day when I got a pop up message from what appeared to be Apple settings that malware was installed

into my phone and that I needed to install a VPN immediately. It looked like Apple had sent this message so I clicked on the button which took me to the App Store right to a VPN app, I did not download it but I am now worried that my phone has malware. I changed my iCloud password already but I am still worried