SOPHOS has attached to my computer, and I never agreed to use the software. what is it and how do I remove it?

Apparently you (or someone else using your computer) were somehow tricked into downloading it. By clicking something in an ad, perhaps unintentionally, it may download.

Here are instructions for uninstalling it (if it has been installed).

https://support.home.sophos.com/hc/en-us/articles/115005499786-Uninstalling-Sophos-Home-on-Mac-computers

Sophos is a generally well regarded anti-virus utility.

What you should be more concerned is if anyone downloaded MacKeeper, Advanced Mac Cleaner, or any Zeobit or Macpaw items.

Those are utilities which people to download them, and can prove hard to remove, and can actually slow your Mac down.

If you see those in your Applications folder, see this tip:

https://discussions.apple.com/docs/DOC-250002463