Windows constantly says "this could harm your computer." Just about any time you install software it does.
Remember when Linus Sebastian blew up Pop!_OS? As a Windows user, "This is likely to break your computer, do not do this unless you absolutely know what you're doing. To proceed, type "Yes, do as I say."" is something to walk right past.
Don't even need a command. I've seen people brick their windows install messing around with registry keys. Most of my coworkers and friends think I'm some sort of wizard because I follow the instructions to the letter if I have any reason to run regedit.
Windows error messages are usually something to pay attention to if they generate a popup. But you can ignore most errors and warnings in the event viewer.
Linux is the same. If you get a popup, look into that, but if you see warnings or errors in a logfile then they can most likely be ignored if the app is working
This principle applies to the GNU C compiler also. Any other compiler is going to complain at you for not adhering to their stupid style guide, or for not using their proprietary "mEmOrY sAfE" libraries. But if GCC is giving you warnings, you darn well better fix something.
"wdym a different OS doesn't behave exactly like Winsows? That just means it's bad!"
"It's Linux' fault that my proprietary software/configurator for overpriced hardware gimmicks isn't working and definitely not just the vendor not giving enough of a shit to provide support (or at least help with community drivers) on other platforms as well!!1!"