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Well, then I would recommend reading over the whole iPhone user's guide.
Yeah, if you click that pop-up, then you will be subscribing to that Apple Music thing I talked about earlier. The first three months are free, after which they charge you monthly for the service. For help with Apple Music, see this link: Apple Music - Official Apple Support
I didn't understand the question you presented there at the end...
You can view your current subscriptions here to see if you actually subscribed: View, change, or cancel your subscriptions - Apple Support
If you've forgotten a component of your Apple ID, click the appropriate link below:
Question: Unable to download music