Are you sure you want to do this?

Some times while installing the theme through wordpress you get an error

Are you sure you want to do this?,

This is because most likely your web server is configured with low PHP settings that only allow a certain size ZIP file to be uploaded via WP admin.

Most hosting companies configure their servers to only have the maximum file upload size limit at 8-10 MB, some are less.  So if you get this error, your web server is rejecting the upload due to the overall size of the theme file. WordPress is unfortunately giving you a rather ambiguous message in response. This is not a theme issue or bug.

How to resolve this problem

1: You can get your web host to increase your PHP limits so a larger zip file is allowed to be uploaded.

2: You can upload your theme via FTP.

Also read the below article to check the recommended settings for theme installation: