Sometimes fraudulent web sites might send you messages to try to make you do something that you shouldn't. For example, you might get errors like "System Mac OS is infected. Choose an action to restore the system".
In most cases, there is nothing genuinely wrong, and the messages are just a nuisance (unless you do what they tell you to do, which you generally shouldn't). To stop a web site sending you unwanted messages, follow these steps:
In Safari, go to Preferences. Then click Websites. Then click Notifications in the list on left. Then look through the list and remove anything that looks suspicious.