This is not an error. There are dozens of posts on this topic. This is a normal part of using EAP-PEAP. The message is asking you to verify that you want to send your credentials to the server.
Every modern client shows a message during the first authentication.
The only way to bypass this message is to either preconfigure the clients manually, via MDM, something like Group Policy / Profile Manager / QuickConnect, or Onboard them.
It has nothing to do with PKI certificate trust.