I just bought an Xbox 360 Wired controller today, and I'm usually using Steam Big Picture, but every time when I bring up the overlay by pressing the Xbox button, it also brings up this:
How can I make this thing disappear?
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There should be an default installed UWP application called "Xbox Live" on your computer or something like that. This comes with the default install of Windows 10 and, amongst other things, provides a game overlay. I think that if you disable that overlay in the settings, you will no longer have this popup. However, I'm not 100% sure. If that option doesn't help, there might be a different option somewhere.