Start here >>> Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support
Without more information as to the source of the message that you see, it is impossible to provide definitive guidance. However, assuming that you have not attempted to jailbreak your device - or have bypassed protections by side-loading third-Apps (if you don’t know what this is, then don’t worry about it), then it is highly unlikely that your device will actually have been infected with a virus or other malware.
However, there is one potential source of immediate issues with your iPad that you may need to check - this being for a vulnerability that is often exploited that gives the appearance of a malware infection. This involves your iPad/iPhone Calendar - the symptom being your Calendar appearing to have been populated with regular events that warn of malware infection.
Calendar Infection
Whilst not a malware infection in the traditional sense, if this exploit is observed on your device, it is highly probable that you were manipulated (via a simple click on a website link) into “subscribing” an additional (unwanted) Calendar to your device - and this unexpected Calendar is exposing unwanted calendar events and sending you unexpected “adverts” or other warnings.
If you see this issue, you’ll need to check for what’s out of place...
iOS/iPadOS13 and earlier: Settings > Passwords and Accounts
iOS/iPadOS14: Settings > Calendar > Accounts
Look for an “account” that shouldn’t be in the list of accounts - as this will likely include the Calendar that contains all the unwanted events. When/if you find the suspect account, tap - then select Delete Account. This should resolve this specific problem in its entirety.
Malware
Most alerts that you see are pop-up messages from websites - these being designed to scare the unwary into giving away sensitive information - or to fool you into doing something that you shouldn’t.
Due to the system architecture of iOS/iPadOS, unless jailbroken, your iPad is not susceptible to traditional malware infection per-se. However, as with all computer systems, there are still vulnerabilities and exploits to which you remain at risk. There are steps that you can take to reduce the likelihood of experiencing many potential issues.
Browser-based attacks can largely be mitigated by installing a good, trusted, Content and Ad-blocking product. One of the very best and most respected within the Apple App Store - designed for iPad, iPhone and Mac - is 1Blocker for Safari.
https://apps.apple.com/gb/app/1blocker-for-safari/id1365531024
1Blocker is highly configurable - and crucially does not rely upon an external proxy-service of dubious provenance. All processing takes place on your device - and contrary to expectations, Safari will run faster and more efficiently.
Unwanted content is not simply filtered after download (a technique used by basic/inferior products), but instead undesirable embedded content blocked form download. A further benefit on metered services, such as cellular connections where you data may be capped or chargeable, this not only improves speed but also saves you money. A recently introduced “firewall” feature further reduces potential vectors that can be exploited.
When using a good quality Content blocker, a high proportion of otherwise inescapable risk when using your Safari browser, or linking to external sources from email, is effectively mitigated before it even reaches you.
There are additional protections that can enhance protection further, such as using one of the better Recursive DNS Services in preference to automatic settings. This can either be set on a per-device basis in Settings, or can be set-up on your home Router. I recommend using one of the following services, for which IPv4 ad IPv6 server address are included here:
Quad9 (recommended)
9.9.9.9
149.112.112.112
2620:fe::fe
2620:fe::9
OpenDNS
208.67.222.222
208.67.220.220
2620:0:ccc::2
2620:0:ccd::2
Cloudflare+APNIC
1.1.1.1
1.0.0.1
2606:4700:4700::1111
2606:4700:4700::1001
Use of the above DNS services will help to shield you from “known bad” websites and URLs - and when used alongside 1Blocker, provides defense in depth.
I hope this reassurance and guidance proves to be helpful in resolving any issues with suspect malware, fake alerts and malicious websites.