I had that too, closed the popup and never ran into anything even mildly broken during the entire course. Aside from the popup they don’t seem to be actively sabotaging Linux users, and it’s a website, so it’s gonna work pretty much identically on any OS as long as you’re using a common browser.

That said, they should definitely phrase the message more like “Your OS isn’t supported, so don’t expect help from us if something Linux-specific breaks our page” than “You need to get a different OS.”