Select Notifications and block notifications by tapping the Notifications button to the off position. In the Edge mobile app, you can't allow or block websites from sending pop-up notifications by ...

Learn how to disable, block or bypass the infuriating Cookie Consent Popups in Chrome, Edge, and Firefox browsers by changing these settings.

As for the videos, pop-ups and such you see when Edge opens -- without seeing the problem first-hand it's difficult to diagnose this accurately.