Opened a Tumblr page and immediately got redirected to a blank white web page and that window box immeddately popped up, simultaneously. Lookout scan found nothing.
Seems suspicious. Looks like some running on the page instead of an alert message from your device. Esp since there is no cancel option and the dialog box heading says "Page at...says":
That's an advertisement popup. You can click on Ok, but it will got you redirected to Play Store or something like that. I suggest you to install Firefox on your phone and the Addon AdBlock for it, those popups will technically die with that.