It's legit and the notification and extension are built into Opera. Your only option is to click "Not now" and then it won't bug you for a while. If it still bugs you every single time after clicking "Not now", then there's something wrong.
Opera supports search shortcuts, and unfortunately Z is the shortcut for Amazon. you either need to type a G before the whole thing (to force Google) or put it in quotes to force it to be considered a single search term.