Hello @LaurenM965 ,
Typically these messages only show up for test sends that go to the same email address that is used as the from email. Essentially it's your email client saying, "Hey this thing is claiming to be an email sent from you to you, but we recognize it's also obviously coming from a 3rd party. Proceed with caution." This message shouldn't be showing up for test sends to email addresses that aren't the from email.
With all that said, can you confirm if this was a test version of the email? If this is showing up for a live send, then it may be an authentication issue that you'll want to reach out to our Deliverability team about.