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That is a SCAM message. Yes, you can reset Safari.
Press Command, Option and Esc keys and this will bring Force Quit window. Select Safari and click Force Quit. This will close Safari.
Then hold down Shift key on your keyboard and open Safari. Click on Safari menu and select Clear History and Websiate Data. On the dropdown next to Clear, select All History and click Clear History. If you see Reset Safari, then select, select all options and click Reset Safari.
Then click on Safari menu and select Preferences. Then click on Privacy tab. Click Remove All Website Data. Click Remove Now. Restart Safari.
This will clear it. If you have any difficulty on following the steps, please let me know and I will walk you through it.