Lsbcal
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
Probably clicking on that link would have been a bad idea unless you recognize the warning as being from a trusted source ... not likely....
Much of this came home to me yesterday, when I clicked on a website which brought up an official looking warning that my security had been breached, and that in order to continue, I had to click on a link to verify my identity in order to restore access to my files. Since I just shut the computer down and have not experienced further problems, I don't know what clicking the link might have done.
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I'd suggest using the snipping tool to save the popup before restarting the computer. Then you could do a search on the wording in that popup. Might give one a clue as to the nature of the threat.