How can I turn Focus OFF on my iPhone?

What do you mean by Focuses keep showing up on your iPhone? Do you mean Focuses are turning on automatically? Go to Settings > Focus > [select the focus] > Scroll down and delete any associated schedules or Smart Activation. That will make it so it won’t turn on automatically so you never have to use it. But you cannot eliminate this feature completely, it is built into your iPhone and iOS.

Remove the one schedule you have and also turn off the switch at Settings > Focus > Share Across Devices. With that switch turned on, then any other device using your same Apple Account will show Do Not Disturb on your device when they turn it on theirs.

bbnoonan wrote:

I mean that sometimes, unpredictably, I see the words "Do Not Disturb" across the bottom of my phone screen when I turn it on, between the camera icon and the flashlight icon. I set up one schedule, between 5:00a and 5:30a, but this other message appears on no schedule I can see. (I turn my phone off when I go to bed and back on in the morning, around 8:00a.)

If you are turning off your iPhone when you go to bed, that would explain it. The Focus cannot turn off at 5:30 as the iPhone is off, so when you wake up and turn it on at 8, it would still be going.