The lense thing is normal, it is the type of lens that causes that. you have to center them vertically on your eye, then adjust the IPD scroll wheel until everything looks crisp.
With the Odyssey+, due to its design, you don't really want to go any higher than 1.5 on the PD. Going higher will make things look Fuzzy. I have found the sweet spot for readability to be 1.4 PD with no MSAA or 1.3 with MSAA at 2x to remove the jagged edges and shimmering. Also, higher than 1.5 and you lose the ability to spot at range. These settings will give you the ability to spot larger aircraft (tankers) at 23-25nm and fighter size aircraft at 12-15nm. NOTE: make sure SteamVR is set to 100% super sampling, otherwise your PD numbers in game will be multiplied. Again, any higher on these and you spotting range starts to come down and things get fuzzier.
for the pop up, its a gray windows with a green outlined VR face mask? if so, that is the SteamVR app running. This is where you will click the drop down and can change settings like Super Sampling, noted above.