I agree that the pop-up can be annoying, however it contains vital info. I think there are some issues with the current behaviour which could be fixed to improve the UX.
1) The pop-up appears every time the run button is pressed - even if it has already been shown in that JMeter session. 2) The pop-up appears even if the cert has already been created in a separate session 3) The pop-up appears even if the user does not need the cert, i.e. if they are not recording HTTPS. Changing these would considerably reduce the annoyance factor. Also, the information could be presented other than in a pop-up. For example, in a separate area on the page. This would be useful as the info is actually needed before the test recording starts. The more I think about it, the more I think the creation of the certificate should be done as a separate action. And this should only be done if the user wants to record HTTPS. One possible solution would be to load the cert details on startup and show them on the GUI as noted above. If there is no valid cert, then note this on the screen, and ask the user to press a button to generate the cert if they want to record HTTPS. When the cert has been generated, the user can be given info on updating the browser, e.g. with a link to the docs.
