Security concern

Download this program which was written by Thomas Reed, a long time poster. The program will search for malware/adware The program will do the work for you which makes it easy. There is no reason to leave it installed once troubleshooting is finished. The free version doesn't update itself. If you need it again, you can download it again.

Malwarebytes Anti-Malware for Mac 10.10 and later

Malwarebytes uninstall

From what I've read elsewhere, I would call Apple Support or start a live chat with them. If you have any anti-malware software I'd suggest a full scan, see what it picks up. Pop-up window: Apple wants to make changes - I assume it's the same as this.