One of the programs installed on your PC has tried to access the network/Internet before the firewall protection was completely operative. The program has been blocked as a precautionary measure. Look at the name of the program that appears in the warning. If you trust the program, you can specify that you want to allow it to connect to the Internet the next time you start up or restart your PC.
This warning will not be displayed the next time the program tries to connect. If you want to change the permissions you have assigned through the messages displayed by the firewall, you can do so in the firewall settings.