@sgunhouse Thanks for replay, I have tried these options: a) clear history/cookie, b)reinstall the opera with full cleaning, c) reinstall the windows with full disk format (not specially for opera, I had to fix windows operating problems.). one thing I have not tried is to uninstall the opera, clean all the files, and then install it again without login (to synchronize the data)
Try Combofix, at Bleepingcomputer.com
You may use SystemExplorer or Autoruns too, and disable any strange startup entry.
Sometimes the problem it's in the shortcut, so try open Opera from "Launcher.exe" in "Program files".
Then you can go opera://flags/. Type that to the address bar. Find the option 'Show domain when entering full-screen mode' and turn it OFF. Then that warning is NOT shown anymore, when you go fullscreen.