I couldn't find any setting on my phone that gets rid of it, did you try going through the tutorial where it says 'try it out'? Completing that may stop the message. Also maybe try turning air actions off, then back on.
Fuuny story, my theme I have installed makes the skip/try it out things almost invisible. I saw them when I posted the pic. The skip worked just fine. Now it opens the s pen buttons when I take the pen out.