You will normally see these when you are about to make a purchase of an NFT on the OpenSea platform.
Gas fees are an amount you pay to keep the Ethereum network running. Transactions will often state how much the gas fees are before you pay. Once you accept the purchase, it will take some time before you can look for the purchase on the Ethereum blockchain.
The Etherscan link MetaMask gives you will direct you to the blockchain. This will also give you a proof of your purchase.
After some time, you can find your new NFT reflected in your OpenSea profile and MetaMask wallet.