Hi there Lucygalligan3,
If the AirPods Pro have a previous owner, they may need to follow the steps seen in this article to help resolve the message you are seeing: If an item or device is connected to another Apple ID - Apple Support If unsure if it had a previous owner, reaching out to the retailer or reseller where those were purchased for more information may help answer that.
As for the alert, check out the information and steps below as it has information on how to get information or disable the alert you are seeing:
"To learn more about a set of AirPods, or Find My network accessory that’s been separated from its owner, scroll to the bottom of the Items tab, then tap Identify Found Item.
If you need to see a list of all AirTag and Find My Network accessories about which you have been notified, launch the Find My app on your iPhone, iPad, or iPod touch. Tap Items. Scroll to the bottom and tap Items Detected With You. Items that have recently triggered an unwanted tracking alert will be listed. If the option to play a sound isn't available, the item might not be with you anymore, might be near its owner, or if it was with you overnight, its identifier might have changed.

To disable the AirTag, AirPods, or Find My network accessory and stop it from sharing its location, tap Instructions to Disable and follow the onscreen steps. After the AirTag, AirPods, or Find My network accessory is disabled, the owner can no longer get updates on its current location. You will also no longer receive any unwanted tracking alerts for this item.
If you feel your safety is at risk, contact your local law enforcement, who can work with Apple to request information related to the item. You might need to provide the AirTag, AirPods, Find My network accessory, and the device's serial number."
That information, and more, can be found here: What to do if you get an alert that an AirTag, Find My network accessory, or set of AirPods is with you - Apple Support
We hope that information helps.
Take care!