First get your phone powered down, next restart it in safe mode, from your files look at recent downloads find the .apk file you downloaded by mistake, then go to settings/apps and find the app that matches the .apk file and clean the cached data and uninstall, that should get rid of the FBI notice, then get a good virus scanner and run it to finish the clean up
You can Google how to restart it in safe mode every brand phone is different
I've seen video player. apk, pornhub.apk, YouTube player.apk so far, but it should be in the top 5 under recent downloads/files
Hope this is understandable, it really isn't as bad as it looks, but extremely annoying