[jcul]

Had something similar while setting up apple TV on a non-apple device for my parents, also had no apple devices.

Turns out, in my case at least, the warning was a little misleading.

It required me to log into their apple / icloud account and accept some terms, I did this with a normal browser (again non-apple) and the warning went away.

May be different in your case as I was setting up a new account for them.