How do I get rid of error message on iMac Pro?

This keeps comimg up when starting up or logging in to my computer; "33FBAC19-3DF6-4B0D-B73F-A12D73BC0906 This was downloaded and can cause damage to your comupter"

When trying to find it I can't. Should I be concerned? How do I fix this?

[Re-Titled by Moderator]