Microsoft will never reach out unless you initiate the conversation. In this situation, it sounds like a tech support scam. You should be able to either close the browser or restart your computer to make the message disappear. If that does not resolve the issue, you may need to get with an IT professional to diagnose the issue further.
You can reference a Microsoft Learn document on the subject below:
https://learn.microsoft.com/en-us/defender-endpoint/malware/support-scams?source=recommendations