Regarding security alert that someone might be tracking my online activity

I was browsing on net and a website had a pop that said add an event to calendar which I accidentally clicked and later the event showed up in my calendar that said someone might be tracking your activity from 10pm today to midnight today. And there was a url attached to it I clicked on it and it asked to me install something that looked like apple notification but I didn’t install anything and closed the website what can I do now please help