downloaded tails linux but system said it would damage my computer do i keep

first let me apologize because i am very tech tarded and my questions will probably be on the same level of a child. I am trying to learn how to get on the dark web. i watched a you tube that recommended tails linux as my tor browser but when i downloaded it, my computer said it Might damage my computer. Do I want to keep it? so the first time it said that, I thought, maybe that's a mistake. And I said yes to keep it Then my computer immediately freaked out and said that there was. malicious Stuff on it. And I immediately canceled. and removed. I thought this was a reputable Linux site to use. So what do I do at this point? should I just get a different tor browser from somewhere else? And which one? Because I don't really know? or did I do something wrong when I downloaded it? I have a vpn that is active. So I thought I was protected a little bit.. and I took a screenshot, but I don't know how to find the screen shot on my computer Because, like I said, I am seriously tech-tarded when it comes to this. So any answers you have for me, I would be greatly appreciative of.