Do you want to use WooPayments for your site?
If you do, you’ll need to connect to WooCommerce.com using a WooCommerce.com account (that’s not the same as here, they are two very seprate sites).
If you don’t want to use WooPayments, then you should delete that plugin from your site so you don’t get asked about it. Then you can set up the payment options that you want to use.