I have found solution!
1) Enable home button on AOD:
- Settings/Lock screen and security/(tap)Always On Display/Content to show/Home button and clock or information
2) Lock device to see AOD
3) Unlock with hard press on Home button
4) Lock device
5) Unlock with double tap on home button (Double tap is not a double "hard press" but just a light double tap on the home button)
6) Lock it back
7) You will see a blue icon "learn more" click on it and follow the steps and the message will be gone
Thanks so much. This was bugging me on my new S9+ and this still worked. Instead of 'learn more' on step 7 there was a bit more text but otherwise it was the same process.