@xxkernljrxx update your browser to latest version. Seems they have fixed the permission problems. You better do that before ajll.
Any way, right of message there's "go to the extension" button. In the first ext box that opens, you should enable permissions for the extension to access the webpages, or, give to the extension additional permissions if required.
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.
@sgunhouse I feel that @ant8672 brings up quite a few valid points. With how customizable the browser already is these would all be features I'd be definitely looking forward to seeing.
Sure, this is a bit of a late reply but again, these would all be extremely useful tools and would give Opera GX quite an upgrade in customizability as well as popularity. Especially that Easy Setup bar, there is definitely no use in having it after you have already set up the browser since you have a sidebar and loads of keyboard shortcuts and an entire settings page that does what Easy Setup already does.