I am getting weird Notification in calendars

If running iOS 13, check: Settings - Passwords & Accounts - Accounts - Any rogue entries here? If so, delete the rogue account. 

If running iOS 14, check: Settings - Calendar - Accounts - Any rogue entries here? If so, delete the rogue account. 

I assume that someone sent you an invitation to a meeting/event, which then displays the text about a VPN (or anything else). Had this happen to a friend of mine, where strange (i.e. spammy) information was showing up in Calendar. To be fair, really anyone can send you these invitations if they know your e-mail address.

Might also be coming from the Mail application, which could be set to "Add invitations to Calendar automatically". Verify this by opening Mail > Preferences > General. Otherwise you might want to post a screenshot (without personally identifiably information) of what exactly you're seeing, so that someone can best help you out. They say an image is worth a thousand words...🖼