Hello Antonios Nikolaos,
It sounds like you may have gotten one of those fake "virus" pop-ups in Safari. If that's the case, closing and reopening Safari should get rid of it.
Quit apps on Mac
If the pop-up reappears when you open Safari back up, then you'll need to clear the browser history to get rid of it.
1. In the Safari app on your Mac, choose History > Clear History, then click the pop-up menu.
2. Choose how far back you want your browsing history cleared.
Clear your browsing history in Safari on Mac
If the popup has taken over Safari and won't allow you to get into any of the menus, you'll need to open Safari in safe mode first and then clear the history. To do this just quit out of Safari, then press and hold the Shift key and click on Safari to reopen it. Once the Safari window opens, you can release the Shift key.
If you're still unable to get rid of the pop-up, you'll want to contact Apple for assistance: Get Support
Cheers!