How to remove an annoying pop-up

Uninstall all third party apps that are Cleaners/Optimizers/VPN/Anti-Virus

all known to cause issues on the macOS

Recognize and avoid phishing messages, phony support calls

Recognize and avoid social engineering schemes including phishing messages, phony support calls, and other scams - Apple Support

Block pop-up ads and windows in Safari

Block pop-up ads and windows in Safari - Apple Support

Stop unwanted Notifications - John Galt

Stop unwanted Notifications - Apple Community

"How to remove an annoying pop-up: How do I get rid of this annoying pop up?"

-------

Thank you or the screenshot.

Force Quit what is Open:

See my User Tip: You need to get to the Desktop, and then Force Quit this app through the Finder menu. command + tab] Use it to Access your Mac when Something is Not Responding - User Tip

How do I get rid of this annoying pop up?

Follow these instructions: About those "<app> will damage your computer" messages - Apple Community