Method 1 (still recommended, even if you don't like it):
- Change the password for the user
pi
Method 2:
Notice:
Not even via SSH. When I log in to the GUI I get a warning box with the same error.
This message is meant to encourage you to take steps to protect your device from bots on the internet which constantly scan IP addresses trying the default user: pi password: raspberry on SSH port.
Regardless of what method you use to reach your system, the message warns you (it should be more explicit, imho) that these bots can log in to your system using the well-known default credentials and take control of your device.
Best practice:
Regardless of the message you should never* leave password-based authentication on SSH. Check the advice from Raspberry.SE moderator on how to improve the SSH Security and Usability: Part 1 and Part 2.
* and if for some obscure reason you think you must, you should limit it to a specific IP address and user in SSH daemon config.