Accessed in Appearance → Customize → General settings → Cookie message.
You can use cookie message for various messages that should inform viewer about something while entering site. When message is closed, then this message will not appear for user for 7 days.
It is named Cookie message cause it is often used to inform user about collecting & storing information using cookies on your site.
This is very simple mechanism, for simple usage. However if you need more functionality we advise to search for plugins that do same thing.