Don't you hate scareware!! Don't touch any part of it at all, just use home screen button. If you have any apps that you have installed when this started, boot up in safe mode and uninstall the app.
Adblockers do the job well, but I'll post a link shortly for you to have a look at and if all that fails, adguard or similar will stop that nonsense... The only malware you have is these ruddy popups, so don't worry about the dire threats....