Misleading error demomelinda.redbrush.eu after installing Melinda Theme

Just after downloading and installing the theme Melinda from Elements Envato, we got an error like this:

The website you are going to access is misleading
Attackers at demomelinda.redbrush.eu may try to trick you into taking a dangerous action, such as installing software or revealing your personal information (for example, passwords, phone numbers, or credit cards). More information

Help improve Chrome security by sending Google the URLs of some of the pages you visit, limited system information, and some of the content on the pages. Privacy Policy

Any ideas about why is this happening and how to figure it out?