Allowing "sh" access on a MacBook Pro

What does it mean if I get a message that says: "'sh' wants access to control "System Events". Allowing control will provide access to documents and data in "System Events", and to perform actions within that app."

I got this message today when trying to uninstall an application by moving it to trash. I tried to look up what this meant and wasn't able to find anything and the notification went away before I had the chance to click "deny" or "allow". I saw some people saying it could allow viruses in and I am wondering if in the future I should be deleting applications a different way on my computer so I can avoid this issue? Wondering if I should be concerned by this and take my computer in.