How do I turn my arrow off when I go to bed at night in the Fitness app?

Ah! Okay, Health is telling you that you didn't close your ring. Go to the Fitness app. Tap on the icon for your account in the upper right corner. Tap on "Notifications". Turn off "Daily Coaching" and anything else you don't want to be notified about.

What do you mean by "arrow"? A screenshot might help.

I still don't know what you mean by "arrow". If English is not your native language, try explaining in your native language.