The above tells you the checksum verified correctly and implies the remaining message is not an error. It is only a message about the remainder of the .CHECKSUM file
If you follow all the steps exactly as shown with the verify link on the fedora download page the message no longer appears threatening.
Verify your download for security and integrity using the proper checksum file. If there is a good signature from one of the Fedora keys, and the SHA256 checksum matches, then the download is valid.
Download the checksum file into the same directory as the image you downloaded.
Import Fedora's GPG key(s)
curl -O https://fedoraproject.org/fedora.gpg
You can verify the details of the GPG key(s) here.
Verify the checksum file is valid
gpgv --keyring ./fedora.gpg Fedora-Workstation-41-1.4-x86_64-CHECKSUM
Verify the checksum matches
sha256sum -c Fedora-Workstation-41-1.4-x86_64-CHECKSUM
If the output states that the file is valid, then it's ready to use!
The curl command downloads a file that is used to verify the gpg key when following those instructions and if you were to do