Seeing advertisements using GoG Galaxy, is this normal?

Except for the symbol in the top left corner, there is no similarity to the Galaxy client at all. So no, this is not normal. You should check your download source, to me it looks like you've downloaded some piece of malware.

Yes, looks like you might have some malware that's either masquerading as Galaxy or has infected Galaxy. Given that Galaxy is a webkit type of application as far as I'm aware, it's probably not hard to modify it to load other, spammy pages.

i never got how people can get these

time to take a hose to those windows

I'd immediately run an antivirus scan (and perhaps download Malwarebytes as well for a second opinion scan) and don't enter any passwords at all until after that. After the scan, once you've cleaned your system, I'd advise changing the passwords for every site you've visited since installing. It might not hurt to change all of your passwords in general, even the ones you haven't visited since the install.

In general, you should absolutely never download software except from the official source. From less severe issues such as hidden spyware to outright malware, you're really risking a lot by downloading from other sources.

I never used Galaxy, so I'm no expert on how it works, but searching for that advertised site brought up this:

https://vagagame.com/

This seems to be a legit site (no warnings, etc from my browser), and since your ad displays the Galaxy logo in the upper left corner, I was thinking whether it was possible to try and start external (online) sites from within Galaxy, and if the result would then displayed as a window such as portrayed in your screenshot (basically with Galaxy as an browser)?
So, do you use that site (vagagame) and did you try to call it up from within Galaxy (if that is possible?), or did you maybe try to import it into/connect it to Galaxy (as you apparently can do with Steam/Epic, etc)?

Must be the new experimental build. :)

No, it's not.

Kaspersky and Malwarebytes show nothing. I installed a couple of games and clicked a few Youtube videos inside of Galaxy. The window appears in the Galaxy browser, whatever they use. First and only time I have seen a popup. Will let it go for now.

It's not Galaxy dude.

They use a MS system which has always been more prone to problems.

nope, most likely a popup from a browser. Which one i am not sure.

nah thats not it
especially as studies show linux is less secure

But your own experience can not be considered a study...

how do you think these "linux is the best os" mantras born?
yup a pingu fanatic just wrote his own option as facts ,
like linux gaming is good , what a complete joke that is :D