Hm. On the lower-left part of a screen there is a small, square message balloon from which various notifications pop up. That's where it appeared. It's gone now but I it said it was from something along the lines of "Microsoft.notifications".
I'm new to Windows 10 (spent a decade in Mac world), so I'm still learning my way around the OS. If it comes back I'll take a screenshot.
Just a thought, but could the motherboard be sending the info to the OS? Can't think what else could be monitoring the temp. I have a Gigabyte Z390 Designare.