How do I get rid of the annoying iCloud popup

Everytime I turn on my mac I keep getting pop up that says Your iCloud session has expired. To maintain security, your iCloud session periodically expires. To reconnect to iCloud enter password and click OK. I tried to turn of iCloud but I don't think I'm connected because I didn't have the option of select or deselect. Just curious nohow to get rid of the annoying popup Also something called Mega Backup appears for protecting my files in the Cloud since I don't have iCloud do I need it Can I send it to trash