What to do first
If a red warning appears before a site you were about to open, close the tab.
Do not press Details and continue unless you are the owner of that site and know why it is flagged.
Warning: If the warning shows a phone number, treat it as a scam and do not call.
If the warning keeps appearing on pages that normally load, or arrives as a notification, remove the notification permission and check extensions and installed apps with the list above. Then run a Microsoft Defender full scan if you downloaded or opened anything from those pages.
If you called a number, let someone connect to your PC or paid money, disconnect from the internet, uninstall the remote tool and call your bank on the number printed on your card. Change passwords from a different, clean device.