This sounds like a typical tech support scam. Did the message also provide a phone number to call for help?
That malware is actually Android malware. Unless you have done something to install an app from outside the App Store, such as jailbreaking your phone, you can't have malware on your iPhone. And even if you did, there's nothing that would scan for malware and alert you to its presence. So there's no legit reason that you could be seeing this message.
I'm a bit unclear on the sequence of events, though. I've never heard of this kind of thing happening in Game Center. Can you be more specific about exactly where the message appeared and what you were doing just before?