iPad malware warning
I think @toni is just talking about a page that tries to stop you from navigating away.
Before you do anything else, double-tap the iPad's home button & close Safari.
You can then clear out all your open tabs:
In iOS 8 and later, Settings > Safari > Clear History and Website Data
In iOS 6 and earlier, Settings > Safari > Clear Cookies and Data
If you want to preserve your tabs & history:
Go to Settings > Safari > Advanced
Turn off JavaScript.
Open Safari & close the problem tab.
Turn JavaScript back on.
The best course of action is to visit an Apple Store and ask an Apple Genius for help.
They will be best placed to help fix the specific problem you are seeing. Also your visit will help Apple understand how widespread the problem is and what malware is taking hold.
Once your iPad is fixed, Apple provide this advice on how to turn on anti-phishing protection:
Turn on Anti-phishing
To turn Anti-phishing on, tap Settings > Safari and turn on Fraudulent Website Warning. When it's on, the Anti-phishing feature in Safari will show an alert if the site you're visiting is a suspected phishing site. To turn it off, tap Fraudulent Website Warning again.
Phishing is a fraudulent attempt to steal your personal information, such as passwords, account information, or user names. A fraudulent website masquerades as a legitimate one, such as a bank, financial institution, or email service provider.