What happens if you ignore it, click "OK, and move on?

If you close the browser (swipe up from the list of running apps) and reopen, it does the same again?

If the site seems to be blocking your access to anything, do this: disconnect wifi and mobile data in iOS control center, so that no sites will be able to load. After force closing the browser you can then open it again and it will just show an error it's offline — so any malicious site can't load — and you can then just close the tab that's been getting in your way, enable all the internet back, and continue surfing.

Hi jbr Thank you for your prompt response to my problem. I took your advice to disconnect wifi and mobile data and attempted to force close the browser. After many attempts, all the site would do was to make itself small as I swiped it up to the top of the screen and put itself behind the Firefox icon on the phone's opening screen. This means that I still can't close the tab and that my phone is still disconnected from wifi and mobile data. As a matter of interest I notice when I opened my browsing history on the laptop this malicious site takes me to the app store to download an app. I did not download the app. I do hope you have a different suggestion as to how I can remove this malicious site. With many thanks and kind regards Frances

If you can't force–close the app, then power the iPhone off and on again — and when it starts back up, make sure the wifi and mobile data is still disabled in the control center — and try opening Firefox iOS back after restart with connection off. Chances are the malicious site won't be able to load, and you'd be able to just close its tab to stop nagging you.